+66.2%
QQQA vs SPY
+97.5%
-31.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.1% |
| 7D | +0.2% | -2.0% | +2.2% | +2.9% |
| 30D | -6.4% | -1.7% | -4.7% | -4.3% |
| 3M | -8.8% | +4.7% | -13.5% | -13.6% |
| 6M | +29.0% | +12.5% | +16.5% | +12.4% |
| YTD | +35.5% | +11.7% | +23.7% | +19.4% |
| 1Y | +48.9% | +17.5% | +31.4% | +23.7% |
| 3Y | +93.4% | +76.6% | +16.9% | +1.1% |
| 5Y | +50.2% | +82.0% | -31.8% | -21.1% |
| All | +66.2% | +97.5% | -31.4% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling