+98.3%
QUIK vs SPY
+18.8%
+79.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -0.7% |
| 7D | +2.2% | -0.4% | +2.6% | +3.1% |
| 30D | -22.0% | -1.4% | -20.6% | -19.1% |
| 3M | -45.5% | +3.7% | -49.2% | -50.1% |
| 6M | +25.2% | +13.0% | +12.2% | -0.7% |
| YTD | +78.5% | +12.4% | +66.1% | +43.3% |
| 1Y | +98.3% | +18.5% | +79.8% | +42.2% |
| All | +98.3% | +18.8% | +79.6% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling