+147.5%
SPY vs QS
-44.4%
+191.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | +0.1% | -2.3% | +2.4% | +0.2% |
| 30D | +0.1% | -0.7% | +0.8% | 0.0% |
| 3M | +2.0% | -39.6% | +41.6% | +4.2% |
| 6M | +13.0% | -21.7% | +34.7% | +13.8% |
| YTD | +13.5% | -47.4% | +61.0% | +16.3% |
| 1Y | +20.0% | -28.4% | +48.3% | +20.2% |
| 3Y | +77.2% | -22.6% | +99.8% | +71.2% |
| 5Y | +81.9% | -75.6% | +157.5% | +77.3% |
| All | +147.5% | -44.4% | +191.9% | +153.1% |
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