+558.6%
QQQ vs SYY
+116.5%
+442.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -0.6% | +3.9% | -4.5% | -1.6% |
| 30D | -1.2% | -1.7% | +0.5% | -0.8% |
| 3M | -0.2% | +5.2% | -5.4% | -1.8% |
| 6M | +17.9% | -0.2% | +18.1% | +17.1% |
| YTD | +16.6% | +15.4% | +1.3% | +10.9% |
| 1Y | +23.0% | +5.6% | +17.4% | +19.6% |
| 3Y | +92.9% | +28.9% | +64.1% | +75.0% |
| 5Y | +95.6% | +24.1% | +71.5% | +79.6% |
| All | +558.6% | +116.5% | +442.1% | +411.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 10y: compounded portfolio wealth divided by compounded SYY 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…
10y analysis · Full analysis span regression · 6 months rolling