+442.1%
QQXT vs SPY
+627.0%
-184.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.5% |
| 30D | -0.3% | +0.1% | -0.3% | -0.3% |
| 3M | +3.5% | +2.0% | +1.5% | +1.4% |
| 6M | -1.6% | +13.0% | -14.6% | -11.9% |
| YTD | +2.6% | +13.5% | -11.0% | -8.6% |
| 1Y | +4.6% | +20.0% | -15.3% | -11.3% |
| 3Y | +23.6% | +77.2% | -53.6% | -26.2% |
| 5Y | +18.9% | +81.9% | -63.0% | -30.8% |
| 10Y | +166.7% | +314.1% | -147.3% | -24.7% |
| All | +442.1% | +627.0% | -184.9% | -10.7% |
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