+52.7%
XDQQ vs SPY
+105.9%
-53.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -0.8% | -0.8% | -0.1% | 0.0% |
| 30D | -2.0% | -1.1% | -0.9% | -0.9% |
| 3M | -2.4% | +3.9% | -6.2% | -6.2% |
| 6M | +0.4% | +13.6% | -13.2% | -12.4% |
| YTD | +0.1% | +12.7% | -12.6% | -11.9% |
| 1Y | +6.1% | +17.5% | -11.4% | -10.6% |
| 3Y | +52.5% | +76.9% | -24.4% | -16.4% |
| 5Y | +34.2% | +83.6% | -49.4% | -28.9% |
| All | +52.7% | +105.9% | -53.2% | -27.1% |
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