+81.2%
QQQS vs SPY
+129.4%
-48.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.9% |
| 7D | -2.3% | -0.4% | -1.9% | -1.8% |
| 30D | -1.0% | -1.4% | +0.4% | +0.9% |
| 3M | +6.3% | +3.7% | +2.6% | +1.1% |
| 6M | +23.8% | +13.0% | +10.8% | +5.5% |
| YTD | +27.9% | +12.4% | +15.5% | +9.9% |
| 1Y | +42.0% | +18.5% | +23.4% | +14.2% |
| 3Y | +82.5% | +77.6% | +4.9% | -11.1% |
| All | +81.2% | +129.4% | -48.2% | -31.1% |
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