+37.9%
QVOY vs SPY
+104.8%
-66.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.1% |
| 7D | +0.5% | +0.5% | 0.0% | +0.1% |
| 30D | -1.9% | -0.9% | -0.9% | -1.2% |
| 3M | -4.5% | +3.9% | -8.4% | -7.3% |
| 6M | +3.7% | +14.5% | -10.8% | -6.4% |
| YTD | +8.7% | +12.9% | -4.2% | -0.8% |
| 1Y | +6.5% | +19.4% | -12.8% | -6.7% |
| 3Y | +23.7% | +78.5% | -54.8% | -21.4% |
| All | +37.9% | +104.8% | -66.9% | -20.9% |
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