+103.8%
RQI vs SPY
+322.5%
-218.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -1.7% | -0.8% | -1.0% | -1.0% |
| 30D | -3.3% | -1.1% | -2.3% | -2.4% |
| 3M | -5.8% | +3.9% | -9.7% | -9.4% |
| 6M | -1.2% | +13.6% | -14.8% | -13.0% |
| YTD | +10.3% | +12.7% | -2.4% | -2.3% |
| 1Y | +2.4% | +17.5% | -15.1% | -13.1% |
| 3Y | +38.6% | +76.9% | -38.3% | -23.5% |
| 5Y | +12.1% | +83.6% | -71.5% | -40.5% |
| All | +103.8% | +322.5% | -218.6% | -47.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling