+48.6%
QQQG vs SPY
+39.4%
+9.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +1.2% |
| 7D | +2.9% | -0.4% | +3.2% | +3.3% |
| 30D | +0.4% | -1.4% | +1.8% | +2.2% |
| 3M | +2.3% | +3.7% | -1.4% | -2.0% |
| 6M | +32.0% | +13.0% | +19.0% | +14.0% |
| YTD | +27.7% | +12.4% | +15.3% | +11.2% |
| 1Y | +33.0% | +18.5% | +14.4% | +9.0% |
| All | +48.6% | +39.4% | +9.2% | -0.3% |
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 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