+52.9%
QXQ vs SPY
+45.1%
+7.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.1% |
| 7D | -0.5% | -0.8% | +0.3% | +0.5% |
| 30D | -0.9% | -1.1% | +0.1% | +0.4% |
| 3M | +0.1% | +3.9% | -3.8% | -4.2% |
| 6M | +18.4% | +13.6% | +4.8% | +2.3% |
| YTD | +16.5% | +12.7% | +3.8% | +1.7% |
| 1Y | +24.1% | +17.5% | +6.6% | +3.4% |
| All | +52.9% | +45.1% | +7.8% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling