+80.1%
QQQP vs SPY
+36.3%
+43.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | +1.0% |
| 7D | +2.9% | +0.5% | +2.3% | +1.5% |
| 30D | -2.2% | -0.9% | -1.2% | +0.3% |
| 3M | -1.9% | +3.9% | -5.8% | -9.6% |
| 6M | +32.3% | +14.5% | +17.8% | -2.8% |
| YTD | +24.7% | +12.9% | +11.8% | -4.7% |
| 1Y | +37.5% | +19.4% | +18.2% | -7.2% |
| All | +80.1% | +36.3% | +43.7% | -7.6% |
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