-95.9%
QUIK vs SPY
+843.9%
-939.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.3% | +9.4% | +9.3% |
| 7D | -8.0% | -2.7% | -5.3% | -4.9% |
| 30D | -28.1% | -5.4% | -22.7% | -23.1% |
| 3M | -42.0% | -4.1% | -37.9% | -38.9% |
| 6M | -56.7% | +0.7% | -57.4% | -55.9% |
| YTD | +33.9% | +8.7% | +25.3% | +26.5% |
| 1Y | +12.6% | +10.9% | +1.7% | +4.5% |
| 3Y | -12.1% | +75.0% | -87.1% | -45.8% |
| 5Y | +21.2% | +67.8% | -46.6% | -22.3% |
| 10Y | -28.1% | +312.9% | -341.0% | -81.1% |
| All | -95.9% | +843.9% | -939.8% | -99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling