+143.0%
SPY vs QS
-62.6%
+205.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.2% | +4.8% | -0.1% |
| 7D | +2.6% | -14.0% | +16.6% | +3.3% |
| 30D | -2.0% | -6.4% | +4.4% | -1.7% |
| 3M | -2.8% | -40.3% | +37.5% | -0.4% |
| 6M | +2.1% | -57.5% | +59.6% | +6.0% |
| YTD | +11.5% | -64.7% | +76.2% | +16.3% |
| 1Y | +13.5% | -72.9% | +86.3% | +19.8% |
| 3Y | +77.7% | -33.5% | +111.2% | +73.2% |
| 5Y | +72.6% | -90.5% | +163.1% | +71.8% |
| All | +143.0% | -62.6% | +205.7% | +153.2% |
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