+16.9%
QQQI vs SGI
-21.0%
+37.9%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -0.3% | -4.5% | +4.1% | +0.3% |
| 30D | -0.3% | +4.2% | -4.5% | -0.9% |
| 3M | +1.3% | -7.4% | +8.8% | +2.3% |
| 6M | +11.5% | -15.1% | +26.5% | +12.6% |
| YTD | +11.3% | -24.7% | +36.0% | +13.4% |
| 1Y | +16.9% | -21.8% | +38.6% | +21.1% |
| All | +16.9% | -21.0% | +37.9% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling