+9.2%
QUSA vs SPY
+38.9%
-29.7%
-9.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | 0.0% |
| 7D | -0.7% | -0.8% | 0.0% | -0.2% |
| 30D | -2.5% | -1.1% | -1.4% | -1.8% |
| 3M | -0.4% | +3.9% | -4.2% | -2.9% |
| 6M | +6.7% | +13.6% | -6.9% | -2.1% |
| YTD | +8.6% | +12.7% | -4.1% | +0.1% |
| 1Y | +2.5% | +17.5% | -15.0% | -7.6% |
| All | +9.2% | +38.9% | -29.7% | -9.7% |
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 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