+58.2%
QQQI vs SPYG
+78.4%
-20.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | -0.3% | -0.9% | +0.5% | +0.4% |
| 30D | -0.3% | -1.5% | +1.2% | +1.0% |
| 3M | +1.3% | +3.7% | -2.4% | -1.6% |
| 6M | +11.5% | +16.4% | -4.9% | -1.6% |
| YTD | +11.3% | +13.3% | -2.0% | +0.4% |
| 1Y | +16.9% | +17.9% | -1.0% | +2.1% |
| All | +58.2% | +78.4% | -20.2% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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