-16.4%
QUIK vs SPY
+307.0%
-323.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.1% |
| 7D | +16.3% | +2.6% | +13.7% | +13.0% |
| 30D | -1.3% | -2.0% | +0.7% | +2.1% |
| 3M | -25.5% | -2.8% | -22.7% | -22.1% |
| 6M | -57.1% | +2.1% | -59.3% | -57.1% |
| YTD | +55.7% | +11.5% | +44.3% | +42.2% |
| 1Y | +58.4% | +13.5% | +44.9% | +42.2% |
| 3Y | -3.3% | +77.7% | -81.0% | -42.2% |
| 5Y | +41.4% | +72.6% | -31.2% | -13.3% |
| All | -16.4% | +307.0% | -323.4% | -72.2% |
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 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