-9.1%
QUIK vs SPY
+311.3%
-320.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.4% |
| 7D | +3.7% | +0.5% | +3.1% | +3.0% |
| 30D | -24.6% | -0.9% | -23.6% | -23.8% |
| 3M | -47.3% | +3.9% | -51.2% | -49.2% |
| 6M | +25.7% | +14.5% | +11.2% | +9.8% |
| YTD | +82.2% | +12.9% | +69.3% | +62.2% |
| 1Y | +116.0% | +19.4% | +96.6% | +82.1% |
| 3Y | +30.4% | +78.5% | -48.1% | -23.2% |
| 5Y | +88.8% | +81.8% | +7.0% | +9.5% |
| 10Y | -9.1% | +311.5% | -320.6% | -67.9% |
| All | -9.1% | +311.3% | -320.4% | -67.9% |
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 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