+278.7%
FQAL vs SPY
+311.3%
-32.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | 0.0% |
| 7D | -0.5% | -0.6% | +0.1% | 0.0% |
| 30D | -2.4% | -3.7% | +1.3% | +1.1% |
| 3M | -2.0% | -2.7% | +0.7% | +0.6% |
| 6M | +5.1% | +2.2% | +2.9% | +2.8% |
| YTD | +10.8% | +10.8% | -0.1% | +0.2% |
| 1Y | +11.6% | +11.2% | +0.4% | +0.6% |
| 3Y | +69.8% | +76.5% | -6.7% | -2.5% |
| 5Y | +63.0% | +72.9% | -10.0% | -4.7% |
| 10Y | +274.6% | +304.8% | -30.2% | -2.9% |
| All | +278.7% | +311.3% | -32.7% | -3.2% |
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