-94.6%
QUIK vs SPY
+886.2%
-980.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.8% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -22.1% | +0.1% | -22.2% | -22.2% |
| 3M | -54.7% | +2.0% | -56.7% | -55.1% |
| 6M | +22.3% | +13.0% | +9.3% | +9.6% |
| YTD | +79.0% | +13.5% | +65.5% | +60.2% |
| 1Y | +110.2% | +20.0% | +90.2% | +78.9% |
| 3Y | +34.0% | +77.2% | -43.2% | -19.3% |
| 5Y | +71.6% | +81.9% | -10.3% | +0.7% |
| 10Y | -11.7% | +314.1% | -325.7% | -77.1% |
| All | -94.6% | +886.2% | -980.8% | -99.1% |
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