+1,547.1%
QQQ vs SU
+3,178.7%
-1,631.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -1.3% | +1.7% | -2.9% | -1.6% |
| 30D | -1.4% | +9.6% | -11.0% | -3.4% |
| 3M | +2.3% | +11.7% | -9.5% | -0.6% |
| 6M | +16.9% | +21.9% | -5.0% | +11.0% |
| YTD | +15.6% | +58.6% | -43.0% | +3.5% |
| 1Y | +22.6% | +66.5% | -43.9% | +8.4% |
| 3Y | +93.5% | +121.4% | -27.9% | +58.5% |
| 5Y | +93.9% | +355.7% | -261.8% | +31.5% |
| 10Y | +564.6% | +264.2% | +300.4% | +341.0% |
| All | +1,547.1% | +3,178.7% | -1,631.7% | +698.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling