+52.5%
XDQQ vs SPY
+77.0%
-24.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -12.6% |
| YTD | +0.1% | +12.7% | -12.6% | -12.1% |
| 1Y | +6.1% | +17.5% | -11.4% | -10.8% |
| 3Y | +52.5% | +76.9% | -24.4% | -16.2% |
| All | +52.5% | +77.0% | -24.5% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling