+38.2%
SO vs QQQI
+57.7%
-19.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.5% |
| 7D | -1.1% | -0.3% | -0.7% | -1.1% |
| 30D | -5.0% | -0.3% | -4.7% | -5.0% |
| 3M | -5.8% | +1.3% | -7.1% | -5.5% |
| 6M | -7.9% | +11.5% | -19.4% | -6.6% |
| YTD | +2.4% | +11.3% | -8.9% | +3.9% |
| 1Y | -2.3% | +16.9% | -19.1% | -0.3% |
| All | +38.2% | +57.7% | -19.5% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling