+453.1%
QNST vs SPY
+318.9%
+134.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.1% |
| 7D | -3.9% | -2.0% | -1.9% | -1.7% |
| 30D | -13.7% | -1.7% | -12.1% | -12.2% |
| 3M | +46.5% | +4.7% | +41.7% | +38.8% |
| 6M | +55.0% | +12.5% | +42.5% | +34.8% |
| YTD | +25.5% | +11.7% | +13.7% | +10.3% |
| 1Y | +14.0% | +17.5% | -3.5% | -5.3% |
| 3Y | +92.2% | +76.6% | +15.7% | +1.1% |
| 5Y | -3.1% | +82.0% | -85.1% | -51.4% |
| All | +453.1% | +318.9% | +134.2% | -6.2% |
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