+82.7%
QDEC vs SPY
+125.0%
-42.2%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +0.3% | -0.4% | +0.7% | +0.6% |
| 30D | +0.7% | -1.4% | +2.0% | +1.7% |
| 3M | +3.4% | +3.7% | -0.4% | +0.3% |
| 6M | +11.9% | +13.0% | -1.1% | +1.4% |
| YTD | +11.3% | +12.4% | -1.1% | +1.2% |
| 1Y | +18.4% | +18.5% | -0.1% | +3.2% |
| 3Y | +59.3% | +77.6% | -18.4% | -1.1% |
| 5Y | +60.9% | +81.7% | -20.8% | -3.8% |
| All | +82.7% | +125.0% | -42.2% | -7.0% |
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