+222.7%
SPMO vs QS
-46.4%
+269.1%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.4% |
| 7D | -0.9% | -3.6% | +2.7% | -0.8% |
| 30D | -1.9% | -17.2% | +15.3% | -1.0% |
| 3M | -1.4% | -27.0% | +25.6% | -0.1% |
| 6M | +25.5% | -24.6% | +50.1% | +26.8% |
| YTD | +24.8% | -49.3% | +74.2% | +28.0% |
| 1Y | +24.5% | -40.3% | +64.8% | +26.2% |
| 3Y | +157.1% | -23.8% | +180.9% | +151.2% |
| 5Y | +149.5% | -75.0% | +224.5% | +146.1% |
| All | +222.7% | -46.4% | +269.1% | +241.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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