-43.5%
QS vs SPXU
-95.1%
+51.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +3.1% |
| 7D | +2.2% | -1.5% | +3.7% | +1.2% |
| 30D | -8.1% | +3.7% | -11.8% | -5.6% |
| 3M | -27.0% | -9.6% | -17.5% | -29.6% |
| 6M | -16.4% | -32.4% | +15.9% | -30.3% |
| YTD | -46.4% | -28.7% | -17.7% | -52.8% |
| 1Y | -41.1% | -38.2% | -2.9% | -51.1% |
| 3Y | -18.6% | -80.4% | +61.8% | -59.9% |
| 5Y | -73.0% | -86.0% | +13.0% | -84.6% |
| All | -43.5% | -95.1% | +51.6% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling