-24.4%
QUIK vs SPY
+315.0%
-339.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +2.3% |
| 7D | +1.7% | +0.1% | +1.6% | +2.0% |
| 30D | -21.9% | -3.3% | -18.6% | -18.0% |
| 3M | -41.7% | -2.4% | -39.2% | -39.4% |
| 6M | -57.4% | +2.6% | -60.0% | -57.6% |
| YTD | +40.9% | +11.2% | +29.7% | +28.8% |
| 1Y | +18.5% | +13.4% | +5.1% | +6.3% |
| 3Y | -10.7% | +79.9% | -90.6% | -47.3% |
| 5Y | +26.6% | +72.2% | -45.6% | -22.2% |
| 10Y | -24.4% | +307.3% | -331.7% | -74.8% |
| All | -24.4% | +315.0% | -339.4% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling