-92.5%
QSI vs SPY
+132.7%
-225.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -1.7% |
| 7D | -3.4% | -0.8% | -2.6% | -1.8% |
| 30D | -11.6% | -1.1% | -10.5% | -9.5% |
| 3M | -23.9% | +3.9% | -27.8% | -29.6% |
| 6M | -29.5% | +13.6% | -43.1% | -44.6% |
| YTD | -32.7% | +12.7% | -45.4% | -45.6% |
| 1Y | -38.3% | +17.5% | -55.8% | -53.2% |
| 3Y | -67.8% | +76.9% | -144.7% | -88.6% |
| 5Y | -91.8% | +83.6% | -175.4% | -97.1% |
| All | -92.5% | +132.7% | -225.2% | -98.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling