-95.9%
QUIK vs SPY
+862.6%
-958.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.6% |
| 7D | -1.7% | -0.6% | -1.1% | -0.6% |
| 30D | -24.2% | -3.7% | -20.6% | -20.5% |
| 3M | -40.3% | -2.7% | -37.5% | -38.0% |
| 6M | -58.7% | +2.2% | -60.9% | -58.6% |
| YTD | +36.8% | +10.8% | +25.9% | +26.6% |
| 1Y | +13.7% | +11.2% | +2.5% | +5.2% |
| 3Y | -13.3% | +76.5% | -89.8% | -47.0% |
| 5Y | +28.6% | +72.9% | -44.3% | -20.1% |
| 10Y | -25.7% | +304.8% | -330.5% | -80.1% |
| All | -95.9% | +862.6% | -958.5% | -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