-67.8%
QSI vs SPY
+77.0%
-144.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -2.0% |
| 7D | -3.4% | -0.8% | -2.6% | -1.6% |
| 30D | -11.6% | -1.1% | -10.5% | -9.2% |
| 3M | -23.9% | +3.9% | -27.8% | -30.4% |
| 6M | -29.5% | +13.6% | -43.1% | -46.4% |
| YTD | -32.7% | +12.7% | -45.4% | -47.3% |
| 1Y | -38.3% | +17.5% | -55.8% | -54.8% |
| 3Y | -67.8% | +76.9% | -144.7% | -93.0% |
| All | -67.8% | +77.0% | -144.8% | -93.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling