+1,564.8%
QQQ vs SYY
+1,089.3%
+475.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.1% |
| 30D | -0.6% | -2.7% | +2.1% | +0.2% |
| 3M | +1.3% | +5.9% | -4.6% | -0.9% |
| 6M | +18.1% | -2.3% | +20.5% | +17.9% |
| YTD | +16.9% | +13.1% | +3.8% | +10.7% |
| 1Y | +24.0% | +3.8% | +20.2% | +20.5% |
| 3Y | +95.6% | +26.7% | +68.9% | +75.2% |
| 5Y | +94.5% | +19.4% | +75.1% | +77.1% |
| 10Y | +571.7% | +112.0% | +459.7% | +355.9% |
| All | +1,564.8% | +1,089.3% | +475.5% | +622.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling