+56.8%
QQQI vs SGI
+30.4%
+26.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.3% |
| 7D | -1.0% | -4.9% | +3.9% | 0.0% |
| 30D | -0.6% | +1.6% | -2.2% | -1.0% |
| 3M | +3.4% | -3.2% | +6.5% | +3.7% |
| 6M | +10.6% | -16.0% | +26.7% | +13.7% |
| YTD | +10.3% | -25.4% | +35.7% | +16.0% |
| 1Y | +16.3% | -21.6% | +37.9% | +20.6% |
| All | +56.8% | +30.4% | +26.4% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling