-24.4%
SPOT vs QS
-37.9%
+13.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.2% |
| 7D | -6.9% | -5.0% | -1.9% | -6.5% |
| 30D | +4.1% | -18.3% | +22.4% | +5.6% |
| 3M | +3.7% | -26.0% | +29.7% | +5.6% |
| 6M | -1.6% | -24.0% | +22.4% | -0.4% |
| YTD | -10.2% | -50.3% | +40.1% | -7.4% |
| All | -24.4% | -37.9% | +13.5% | -24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling