-45.6%
QQQD vs SPY
+52.4%
-97.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.8% |
| 7D | -0.7% | -0.4% | -0.4% | -1.2% |
| 30D | 0.0% | -1.4% | +1.4% | -1.9% |
| 3M | -5.0% | +3.7% | -8.7% | +1.0% |
| 6M | -10.7% | +13.0% | -23.7% | +8.6% |
| YTD | -4.0% | +12.4% | -16.4% | +16.3% |
| 1Y | -10.9% | +18.5% | -29.5% | +17.6% |
| All | -45.6% | +52.4% | -97.9% | +14.0% |
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