-62.8%
QS vs SPXU
-94.9%
+32.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.2% | -6.4% | -4.3% |
| 7D | -14.0% | -7.6% | -6.5% | -18.1% |
| 30D | -6.4% | +5.3% | -11.7% | -1.3% |
| 3M | -40.3% | +9.6% | -49.9% | -34.7% |
| 6M | -57.5% | -4.5% | -53.0% | -55.8% |
| YTD | -64.7% | -25.9% | -38.8% | -67.4% |
| 1Y | -72.9% | -28.9% | -44.0% | -75.4% |
| 3Y | -33.5% | -80.5% | +47.0% | -67.2% |
| 5Y | -90.5% | -83.4% | -7.1% | -94.2% |
| All | -62.8% | -94.9% | +32.1% | -76.0% |
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