+42.1%
QQUP vs SPY
+27.8%
+14.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.0% |
| 7D | +1.3% | +2.6% | -1.3% | -5.6% |
| 30D | -13.7% | -2.0% | -11.8% | -8.2% |
| 3M | -12.0% | -2.8% | -9.2% | -3.8% |
| 6M | -17.6% | +2.1% | -19.8% | -20.6% |
| YTD | -1.6% | +11.5% | -13.1% | -24.2% |
| 1Y | -3.2% | +13.5% | -16.7% | -28.7% |
| All | +42.1% | +27.8% | +14.3% | -20.3% |
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