+10.0%
QUIZ vs SPY
+15.9%
-5.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | -1.9% | -2.7% | +0.8% | +0.7% |
| 30D | -3.2% | -5.4% | +2.2% | +2.0% |
| 3M | -6.8% | -4.1% | -2.7% | -3.1% |
| 6M | -6.3% | +0.7% | -7.0% | -7.4% |
| YTD | +3.7% | +8.7% | -4.9% | -4.8% |
| 1Y | +7.6% | +10.9% | -3.3% | -2.7% |
| All | +10.0% | +15.9% | -5.9% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling