+70.5%
QQQJ vs SPY
+132.7%
-62.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -3.5% | -2.0% | -1.5% | -1.3% |
| 30D | -5.3% | -1.7% | -3.7% | -3.5% |
| 3M | +2.4% | +4.7% | -2.4% | -2.9% |
| 6M | +17.9% | +12.5% | +5.4% | +3.3% |
| YTD | +19.0% | +11.7% | +7.2% | +5.1% |
| 1Y | +25.0% | +17.5% | +7.5% | +4.4% |
| 3Y | +75.4% | +76.6% | -1.1% | -9.0% |
| 5Y | +31.9% | +82.0% | -50.2% | -33.3% |
| All | +70.5% | +132.7% | -62.1% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling