+861.7%
SPY vs QQQ
+1,568.9%
-707.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.1% | +0.4% | -0.2% | -0.1% |
| 30D | +0.1% | +0.2% | -0.2% | -0.1% |
| 3M | +2.0% | -2.8% | +4.8% | +3.5% |
| 6M | +13.0% | +18.0% | -5.0% | +1.8% |
| YTD | +13.5% | +17.3% | -3.8% | +2.6% |
| 1Y | +20.0% | +25.6% | -5.6% | +3.9% |
| 3Y | +77.2% | +93.7% | -16.5% | +17.8% |
| 5Y | +81.9% | +94.2% | -12.3% | +19.6% |
| 10Y | +314.1% | +557.9% | -243.8% | +33.8% |
| All | +861.7% | +1,568.9% | -707.2% | +49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling