+25.1%
SAP vs QQQI
+58.1%
-33.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -0.3% | +1.3% | -1.6% | -1.1% |
| 30D | +2.6% | +0.2% | +2.4% | +2.5% |
| 3M | +16.3% | +1.5% | +14.8% | +14.2% |
| 6M | +6.4% | +13.2% | -6.9% | -5.1% |
| YTD | -11.4% | +11.6% | -23.0% | -19.9% |
| 1Y | -20.4% | +18.0% | -38.4% | -31.5% |
| All | +25.1% | +58.1% | -33.0% | -18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling