+91.3%
QQQA vs SPY
+77.0%
+14.3%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -1.0% |
| 7D | -0.4% | -0.8% | +0.4% | +0.8% |
| 30D | -6.6% | -1.1% | -5.5% | -5.0% |
| 3M | -14.4% | +3.9% | -18.2% | -18.7% |
| 6M | +28.5% | +13.6% | +14.9% | +8.0% |
| YTD | +35.8% | +12.7% | +23.1% | +15.8% |
| 1Y | +48.0% | +17.5% | +30.5% | +19.4% |
| 3Y | +91.3% | +76.9% | +14.4% | -11.3% |
| All | +91.3% | +77.0% | +14.3% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling