+82.0%
SPY vs QQQ
+91.5%
-9.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.2% |
| 7D | -2.0% | -1.3% | -0.7% | -1.1% |
| 30D | -1.7% | -1.4% | -0.3% | -0.7% |
| 3M | +4.7% | +2.3% | +2.5% | +2.7% |
| 6M | +12.5% | +16.9% | -4.4% | -0.1% |
| YTD | +11.7% | +15.6% | -3.9% | -0.1% |
| 1Y | +17.5% | +22.6% | -5.1% | +0.5% |
| 3Y | +76.6% | +93.5% | -17.0% | +7.9% |
| 5Y | +82.0% | +93.9% | -11.9% | +8.0% |
| All | +82.0% | +91.5% | -9.5% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling