-75.5%
QS vs SPYG
+83.7%
-159.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | +0.7% |
| 7D | -5.0% | -1.8% | -3.1% | -1.8% |
| 30D | -18.3% | -1.9% | -16.4% | -15.3% |
| 3M | -26.0% | +5.2% | -31.2% | -31.1% |
| 6M | -24.0% | +15.6% | -39.6% | -38.5% |
| YTD | -50.3% | +12.4% | -62.7% | -57.6% |
| 1Y | -38.0% | +17.5% | -55.4% | -50.1% |
| 3Y | -24.6% | +98.1% | -122.7% | -77.6% |
| All | -75.5% | +83.7% | -159.2% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling