+158.9%
THQ vs SPY
+312.5%
-153.6%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -2.3% | -0.4% | -2.0% | -2.0% |
| 30D | +0.3% | -1.4% | +1.7% | +1.5% |
| 3M | +7.2% | +3.7% | +3.5% | +3.9% |
| 6M | +12.4% | +13.0% | -0.6% | +1.5% |
| YTD | +9.2% | +12.4% | -3.2% | -1.1% |
| 1Y | +26.3% | +18.5% | +7.7% | +9.4% |
| 3Y | +46.8% | +77.6% | -30.8% | -10.4% |
| 5Y | +24.0% | +81.7% | -57.6% | -26.3% |
| 10Y | +158.9% | +319.7% | -160.8% | -31.1% |
| All | +158.9% | +312.5% | -153.6% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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