-75.0%
QS vs SPXU
-86.1%
+11.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +0.1% |
| 7D | -3.6% | +2.5% | -6.1% | -1.7% |
| 30D | -17.2% | +4.2% | -21.4% | -14.3% |
| 3M | -27.0% | -9.3% | -17.7% | -30.0% |
| 6M | -24.6% | -30.7% | +6.1% | -37.7% |
| YTD | -49.3% | -28.1% | -21.2% | -56.1% |
| 1Y | -40.3% | -35.2% | -5.1% | -50.4% |
| 3Y | -23.8% | -79.9% | +56.1% | -67.2% |
| All | -75.0% | -86.1% | +11.1% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling