+427.9%
QUAL vs SPY
+464.9%
-37.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -0.8% | -0.4% | -0.5% | -0.5% |
| 30D | -2.7% | -1.4% | -1.4% | -1.4% |
| 3M | +2.7% | +3.7% | -1.0% | -1.0% |
| 6M | +9.8% | +13.0% | -3.2% | -2.8% |
| YTD | +11.0% | +12.4% | -1.4% | -1.2% |
| 1Y | +16.7% | +18.5% | -1.9% | -1.6% |
| 3Y | +64.9% | +77.6% | -12.7% | -7.4% |
| 5Y | +66.9% | +81.7% | -14.8% | -8.1% |
| 10Y | +283.3% | +319.7% | -36.3% | -7.2% |
| All | +427.9% | +464.9% | -37.0% | -2.5% |
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