-44.6%
QS vs SPY
+147.5%
-192.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +1.3% |
| 7D | -2.3% | +0.1% | -2.4% | -2.6% |
| 30D | -0.7% | +0.1% | -0.8% | -0.6% |
| 3M | -39.6% | +2.0% | -41.6% | -40.7% |
| 6M | -21.7% | +13.0% | -34.7% | -35.9% |
| YTD | -47.4% | +13.5% | -61.0% | -56.9% |
| 1Y | -28.4% | +20.0% | -48.3% | -46.1% |
| 3Y | -22.6% | +77.2% | -99.8% | -71.9% |
| 5Y | -75.6% | +81.9% | -157.5% | -91.0% |
| All | -44.6% | +147.5% | -192.1% | -78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling