+40.0%
SO vs QQQI
+57.7%
-17.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.8% |
| 7D | 0.0% | +0.8% | -0.8% | +0.2% |
| 30D | -2.5% | +0.2% | -2.6% | -2.5% |
| 3M | -4.2% | +2.3% | -6.5% | -3.7% |
| 6M | -7.7% | +11.6% | -19.2% | -6.3% |
| YTD | +3.8% | +11.3% | -7.5% | +5.3% |
| 1Y | +0.1% | +17.4% | -17.4% | +2.1% |
| All | +40.0% | +57.7% | -17.7% | +47.2% |
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