-17.4%
YQQQ vs SPY
+42.0%
-59.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | -0.2% |
| 7D | -0.2% | -0.4% | +0.2% | -0.5% |
| 30D | +1.6% | -1.4% | +2.9% | +0.4% |
| 3M | +2.0% | +3.7% | -1.7% | +5.7% |
| 6M | -9.6% | +13.0% | -22.6% | +1.5% |
| YTD | -4.4% | +12.4% | -16.8% | +6.9% |
| 1Y | -5.4% | +18.5% | -23.9% | +11.0% |
| All | -17.4% | +42.0% | -59.5% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling