+83.9%
QGEN vs SPY
+307.0%
-223.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.2% |
| 7D | -0.9% | +2.6% | -3.5% | -2.2% |
| 30D | +9.5% | -2.0% | +11.5% | +10.5% |
| 3M | +15.4% | -2.8% | +18.2% | +17.0% |
| 6M | +53.9% | +2.1% | +51.8% | +52.1% |
| YTD | +11.9% | +11.5% | +0.5% | +5.7% |
| 1Y | +12.7% | +13.5% | -0.7% | +5.5% |
| 3Y | +31.8% | +77.7% | -45.9% | -2.1% |
| 5Y | -6.1% | +72.6% | -78.7% | -30.1% |
| All | +83.9% | +307.0% | -223.2% | -21.9% |
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