+129.0%
QEFA vs SPY
+381.5%
-252.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.2% |
| 7D | -2.4% | -2.0% | -0.5% | -1.1% |
| 30D | -1.8% | -1.7% | -0.2% | -0.7% |
| 3M | +5.4% | +4.7% | +0.6% | +2.0% |
| 6M | +6.9% | +12.5% | -5.6% | -1.5% |
| YTD | +11.4% | +11.7% | -0.4% | +3.1% |
| 1Y | +17.1% | +17.5% | -0.3% | +4.7% |
| 3Y | +59.0% | +76.6% | -17.6% | +6.0% |
| 5Y | +47.3% | +82.0% | -34.8% | -4.7% |
| 10Y | +136.2% | +317.1% | -181.0% | -7.7% |
| All | +129.0% | +381.5% | -252.5% | -12.7% |
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