+129.1%
QLV vs SPY
+178.0%
-48.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -0.4% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +2.3% | -3.3% | +5.6% | +4.8% |
| 3M | +3.1% | -2.4% | +5.5% | +4.9% |
| 6M | +10.6% | +2.6% | +8.1% | +8.0% |
| YTD | +14.9% | +11.2% | +3.7% | +5.1% |
| 1Y | +17.2% | +13.4% | +3.8% | +5.5% |
| 3Y | +63.5% | +79.9% | -16.4% | -0.1% |
| 5Y | +61.6% | +72.2% | -10.6% | +1.7% |
| All | +129.1% | +178.0% | -48.9% | -8.3% |
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 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