-56.4%
QUAD vs SPY
+879.4%
-935.8%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.1% |
| 7D | -5.6% | -0.8% | -4.8% | -4.7% |
| 30D | +3.7% | -1.1% | +4.7% | +4.9% |
| 3M | +36.0% | +3.9% | +32.2% | +29.3% |
| 6M | +55.0% | +13.6% | +41.4% | +31.8% |
| YTD | +67.2% | +12.7% | +54.5% | +43.6% |
| 1Y | +59.8% | +17.5% | +42.3% | +30.1% |
| 3Y | +124.3% | +76.9% | +47.4% | +9.8% |
| 5Y | +182.4% | +83.6% | +98.8% | +31.6% |
| 10Y | -42.1% | +320.7% | -362.8% | -90.5% |
| All | -56.4% | +879.4% | -935.8% | -97.2% |
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