+20.1%
SPYM vs QS
-28.5%
+48.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.4% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +0.1% | -0.7% | +0.8% | 0.0% |
| 3M | +2.0% | -39.6% | +41.7% | +5.3% |
| 6M | +13.1% | -21.7% | +34.8% | +14.3% |
| YTD | +13.6% | -47.4% | +61.0% | +16.7% |
| 1Y | +20.1% | -28.4% | +48.4% | +23.3% |
| All | +20.1% | -28.5% | +48.5% | +23.3% |
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