+87.6%
QUIK vs SPY
+81.0%
+6.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.3% |
| 7D | +2.2% | -0.4% | +2.6% | +2.7% |
| 30D | -22.0% | -1.4% | -20.6% | -20.4% |
| 3M | -45.5% | +3.7% | -49.2% | -47.9% |
| 6M | +25.2% | +13.0% | +12.2% | +7.6% |
| YTD | +78.5% | +12.4% | +66.1% | +55.1% |
| 1Y | +98.3% | +18.5% | +79.8% | +61.4% |
| 3Y | +27.7% | +77.6% | -49.9% | -31.1% |
| 5Y | +87.6% | +81.7% | +5.9% | +1.0% |
| All | +87.6% | +81.0% | +6.6% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling