+103.4%
SPOT vs QS
-43.2%
+146.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.7% |
| 7D | -2.9% | +2.2% | -5.0% | -3.1% |
| 30D | +8.3% | -8.1% | +16.4% | +9.1% |
| 3M | +5.1% | -27.0% | +32.1% | +7.8% |
| 6M | -6.5% | -16.4% | +10.0% | -5.8% |
| YTD | -9.0% | -46.4% | +37.4% | -4.5% |
| 1Y | -26.4% | -41.1% | +14.7% | -25.0% |
| 3Y | +240.0% | -18.6% | +258.7% | +210.6% |
| 5Y | +111.7% | -73.0% | +184.8% | +104.4% |
| All | +103.4% | -43.2% | +146.6% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling