-40.3%
QS vs SPYG
+17.9%
-58.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | 0.0% |
| 7D | -3.6% | -0.9% | -2.8% | -1.6% |
| 30D | -17.2% | -1.5% | -15.7% | -14.1% |
| 3M | -27.0% | +3.7% | -30.7% | -31.8% |
| 6M | -24.6% | +16.4% | -41.0% | -43.0% |
| YTD | -49.3% | +13.3% | -62.7% | -59.2% |
| 1Y | -40.3% | +17.9% | -58.2% | -58.9% |
| All | -40.3% | +17.9% | -58.2% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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