+28.5%
QQWZ vs SPY
+35.7%
-7.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +2.4% | +2.6% | -0.2% | -0.3% |
| 30D | -5.4% | -2.0% | -3.5% | -3.5% |
| 3M | -11.8% | -2.8% | -9.0% | -9.2% |
| 6M | -10.0% | +2.1% | -12.1% | -11.8% |
| YTD | +2.7% | +11.5% | -8.8% | -7.0% |
| 1Y | +3.1% | +13.5% | -10.4% | -8.7% |
| All | +28.5% | +35.7% | -7.2% | -6.7% |
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