+661.3%
QQQX vs SPY
+651.7%
+9.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.7% |
| 7D | -2.0% | -2.0% | 0.0% | -0.1% |
| 30D | -2.2% | -1.7% | -0.6% | -0.7% |
| 3M | +2.1% | +4.7% | -2.6% | -2.2% |
| 6M | +13.0% | +12.5% | +0.5% | +1.2% |
| YTD | +10.7% | +11.7% | -1.0% | -0.3% |
| 1Y | +20.0% | +17.5% | +2.5% | +3.1% |
| 3Y | +66.2% | +76.6% | -10.4% | -2.9% |
| 5Y | +46.2% | +82.0% | -35.8% | -17.0% |
| 10Y | +238.3% | +317.1% | -78.8% | -12.4% |
| All | +661.3% | +651.7% | +9.6% | +10.1% |
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