-43.5%
QS vs SPYG
+155.3%
-198.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.8% |
| 7D | +2.2% | +1.2% | +1.0% | +0.3% |
| 30D | -8.1% | -1.6% | -6.5% | -5.7% |
| 3M | -27.0% | +3.4% | -30.4% | -29.5% |
| 6M | -16.4% | +18.9% | -35.3% | -33.3% |
| YTD | -46.4% | +13.8% | -60.1% | -54.0% |
| 1Y | -41.1% | +20.6% | -61.7% | -53.0% |
| 3Y | -18.6% | +100.5% | -119.1% | -70.4% |
| 5Y | -73.0% | +84.6% | -157.7% | -88.8% |
| All | -43.5% | +155.3% | -198.9% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling