-47.7%
QS vs SPXS
-94.9%
+47.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | +0.5% |
| 7D | -5.0% | +6.4% | -11.3% | -0.9% |
| 30D | -18.3% | +6.0% | -24.3% | -14.8% |
| 3M | -26.0% | -11.6% | -14.4% | -29.7% |
| 6M | -24.0% | -28.7% | +4.7% | -34.4% |
| YTD | -50.3% | -26.3% | -24.0% | -55.3% |
| 1Y | -38.0% | -34.9% | -3.0% | -46.7% |
| 3Y | -24.6% | -79.5% | +54.9% | -61.8% |
| 5Y | -75.4% | -85.9% | +10.5% | -85.6% |
| All | -47.7% | -94.9% | +47.3% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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