-75.6%
QS vs SPY
+81.0%
-156.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.2% | -5.6% |
| 7D | -4.2% | -0.4% | -3.9% | -3.5% |
| 30D | -15.7% | -1.4% | -14.3% | -12.9% |
| 3M | -28.7% | +3.7% | -32.4% | -33.1% |
| 6M | -23.2% | +13.0% | -36.2% | -38.9% |
| YTD | -49.9% | +12.4% | -62.3% | -59.3% |
| 1Y | -38.8% | +18.5% | -57.3% | -54.7% |
| 3Y | -24.0% | +77.6% | -101.6% | -77.7% |
| 5Y | -75.6% | +81.7% | -157.3% | -91.9% |
| All | -75.6% | +81.0% | -156.6% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling