+413.9%
QDF vs SPY
+571.1%
-157.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +0.4% | +0.1% | +0.2% | +0.3% |
| 30D | -0.7% | +0.1% | -0.7% | -0.7% |
| 3M | +3.8% | +2.0% | +1.8% | +1.8% |
| 6M | +12.2% | +13.0% | -0.8% | +0.1% |
| YTD | +15.3% | +13.5% | +1.8% | +2.3% |
| 1Y | +20.9% | +20.0% | +1.0% | +2.0% |
| 3Y | +65.5% | +77.2% | -11.7% | -3.5% |
| 5Y | +74.4% | +81.9% | -7.5% | -1.4% |
| 10Y | +212.9% | +314.1% | -101.2% | -18.1% |
| All | +413.9% | +571.1% | -157.2% | -9.3% |
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