-75.4%
QS vs SPXS
-85.4%
+10.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | +0.6% |
| 7D | -5.0% | +6.4% | -11.3% | -0.4% |
| 30D | -18.3% | +6.0% | -24.3% | -14.3% |
| 3M | -26.0% | -11.6% | -14.4% | -30.3% |
| 6M | -24.0% | -28.7% | +4.7% | -35.8% |
| YTD | -50.3% | -26.3% | -24.0% | -56.1% |
| 1Y | -38.0% | -34.9% | -3.0% | -48.0% |
| 3Y | -24.6% | -79.5% | +54.9% | -66.9% |
| 5Y | -75.4% | -85.9% | +10.5% | -86.3% |
| All | -75.4% | -85.4% | +10.0% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling