+78.3%
SPY vs QS
-28.5%
+106.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.8% | +7.5% | +0.1% |
| 7D | +3.3% | -5.6% | +8.9% | +3.6% |
| 30D | -2.7% | -5.8% | +3.1% | -2.4% |
| 3M | -1.7% | -39.2% | +37.4% | +1.0% |
| 6M | +3.1% | -53.9% | +57.0% | +7.3% |
| YTD | +11.9% | -62.8% | +74.7% | +17.2% |
| 1Y | +12.0% | -73.5% | +85.5% | +19.1% |
| All | +78.3% | -28.5% | +106.9% | +73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling