+603.0%
QNST vs SPY
+307.0%
+295.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | -8.1% | +2.6% | -10.7% | -10.9% |
| 30D | +21.4% | -2.0% | +23.3% | +23.1% |
| 3M | -8.5% | -2.8% | -5.7% | -6.5% |
| 6M | +64.3% | +2.1% | +62.2% | +58.4% |
| YTD | +32.1% | +11.5% | +20.6% | +15.3% |
| 1Y | +33.9% | +13.5% | +20.5% | +14.6% |
| 3Y | +77.5% | +77.7% | -0.2% | -8.0% |
| 5Y | +11.3% | +72.6% | -61.4% | -40.8% |
| All | +603.0% | +307.0% | +295.9% | +42.4% |
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