-92.4%
QSI vs SPY
+132.1%
-224.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -0.3% |
| 7D | -1.4% | -0.4% | -1.1% | -0.7% |
| 30D | -5.1% | -1.4% | -3.7% | -2.1% |
| 3M | -24.0% | +3.7% | -27.7% | -29.4% |
| 6M | -19.0% | +13.0% | -32.0% | -35.6% |
| YTD | -31.8% | +12.4% | -44.2% | -44.6% |
| 1Y | -34.8% | +18.5% | -53.3% | -51.3% |
| 3Y | -66.5% | +77.6% | -144.1% | -88.2% |
| 5Y | -91.8% | +81.7% | -173.5% | -97.1% |
| All | -92.4% | +132.1% | -224.5% | -98.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling