-90.0%
QS vs SPY
+74.0%
-164.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.4% | -7.5% | -7.1% |
| 7D | -5.6% | +3.3% | -8.9% | -12.1% |
| 30D | -5.8% | -2.7% | -3.1% | +0.3% |
| 3M | -39.2% | -1.7% | -37.4% | -36.4% |
| 6M | -53.9% | +3.1% | -57.0% | -55.5% |
| YTD | -62.8% | +11.9% | -74.7% | -69.3% |
| 1Y | -73.5% | +12.0% | -85.5% | -78.1% |
| 3Y | -29.1% | +78.2% | -107.2% | -79.3% |
| 5Y | -90.0% | +73.2% | -163.2% | -96.5% |
| All | -90.0% | +74.0% | -164.0% | -96.5% |
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