+314.7%
SPY vs QQQ
+574.2%
-259.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | -0.8% | -0.6% | -0.2% | -0.3% |
| 30D | -1.1% | -1.2% | +0.2% | -0.2% |
| 3M | +3.9% | -0.2% | +4.1% | +3.7% |
| 6M | +13.6% | +17.9% | -4.3% | -0.2% |
| YTD | +12.7% | +16.6% | -4.0% | -0.3% |
| 1Y | +17.5% | +23.0% | -5.5% | -0.2% |
| 3Y | +76.9% | +92.9% | -16.0% | +6.2% |
| 5Y | +83.6% | +95.6% | -12.0% | +7.3% |
| All | +314.7% | +574.2% | -259.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQ.
Daily Out/Under-Performance
Portfolio return minus QQQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQ 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 10y: compounded portfolio wealth divided by compounded QQQ 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…
10y analysis · Full analysis span regression · 6 months rolling