+102.3%
SPOT vs QS
-46.4%
+148.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.2% | +0.6% |
| 7D | -3.1% | -3.6% | +0.6% | -2.7% |
| 30D | +7.4% | -17.2% | +24.6% | +9.3% |
| 3M | +8.2% | -27.0% | +35.1% | +11.0% |
| 6M | +2.2% | -24.6% | +26.8% | +4.0% |
| YTD | -9.5% | -49.3% | +39.9% | -4.5% |
| 1Y | -23.8% | -40.3% | +16.5% | -22.4% |
| 3Y | +233.5% | -23.8% | +257.3% | +206.6% |
| 5Y | +112.2% | -75.0% | +187.2% | +106.1% |
| All | +102.3% | -46.4% | +148.7% | +119.5% |
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