+21.8%
SAP vs QQQI
+56.3%
-34.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -0.9% |
| 7D | -5.1% | -1.0% | -4.1% | -4.4% |
| 30D | -1.8% | -0.6% | -1.2% | -1.4% |
| 3M | +20.9% | +3.4% | +17.6% | +16.6% |
| 6M | +7.0% | +10.6% | -3.6% | -2.8% |
| YTD | -13.7% | +10.3% | -24.0% | -21.4% |
| 1Y | -19.6% | +16.3% | -35.9% | -30.1% |
| All | +21.8% | +56.3% | -34.5% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 3y: compounded portfolio wealth divided by compounded QQQI 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…
3y analysis · Full analysis span regression · 6 months rolling