+44.8%
QLYS vs SPY
+71.5%
-26.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +4.0% | +3.8% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | 0.0% | -3.3% | +3.3% | +3.9% |
| 3M | +10.3% | -2.4% | +12.8% | +13.4% |
| 6M | +114.7% | +2.6% | +112.2% | +109.0% |
| YTD | +52.3% | +11.2% | +41.1% | +34.4% |
| 1Y | +35.2% | +13.4% | +21.8% | +16.7% |
| 3Y | +20.5% | +79.9% | -59.4% | -40.9% |
| 5Y | +44.8% | +72.2% | -27.4% | -22.9% |
| All | +44.8% | +71.5% | -26.7% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling