-28.4%
QS vs SPY
+20.8%
-49.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.8% |
| 7D | -2.3% | +0.1% | -2.4% | -2.8% |
| 30D | -0.7% | +0.1% | -0.8% | -0.7% |
| 3M | -39.6% | +2.0% | -41.6% | -42.0% |
| 6M | -21.7% | +13.0% | -34.7% | -43.6% |
| YTD | -47.4% | +13.5% | -61.0% | -62.5% |
| 1Y | -28.4% | +20.0% | -48.3% | -62.6% |
| All | -28.4% | +20.8% | -49.2% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling