+17.1%
QLYS vs SPY
+74.5%
-57.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.4% | -0.9% | -1.5% |
| 7D | -13.3% | -4.7% | -8.6% | -9.5% |
| 30D | -0.2% | -5.9% | +5.8% | +5.4% |
| 3M | +8.9% | -4.5% | +13.5% | +13.5% |
| 6M | +116.7% | +1.8% | +114.9% | +113.5% |
| YTD | +50.2% | +8.3% | +41.9% | +39.4% |
| 1Y | +36.6% | +9.3% | +27.3% | +25.6% |
| All | +17.1% | +74.5% | -57.4% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling