-24.7%
QS vs SPXU
-79.8%
+55.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.4% | -8.0% | -5.7% |
| 7D | -4.2% | +1.3% | -5.5% | -3.3% |
| 30D | -15.7% | +5.1% | -20.8% | -12.5% |
| 3M | -28.7% | -9.1% | -19.6% | -31.0% |
| 6M | -23.2% | -29.6% | +6.3% | -33.9% |
| YTD | -49.9% | -27.7% | -22.2% | -55.4% |
| 1Y | -38.8% | -37.0% | -1.8% | -48.0% |
| All | -24.7% | -79.8% | +55.1% | -63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling