+47.1%
QUAD vs SPY
+14.6%
+32.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +2.5% |
| 7D | -17.9% | -0.7% | -17.2% | -17.5% |
| 30D | -18.7% | -1.0% | -17.7% | -18.2% |
| 3M | -26.1% | -0.3% | -25.7% | -25.9% |
| 6M | -0.7% | +7.3% | -8.0% | -5.1% |
| YTD | +27.8% | +13.3% | +14.5% | +19.7% |
| 1Y | +47.1% | +14.8% | +32.3% | +36.9% |
| All | +47.1% | +14.6% | +32.5% | +36.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling