+82.6%
SPYM vs QS
-75.8%
+158.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -2.0% | -5.0% | +3.0% | -1.6% |
| 30D | -1.6% | -18.3% | +16.7% | 0.0% |
| 3M | +4.7% | -26.0% | +30.7% | +7.0% |
| 6M | +12.6% | -24.0% | +36.6% | +14.2% |
| YTD | +11.8% | -50.3% | +62.1% | +17.2% |
| 1Y | +17.5% | -38.0% | +55.5% | +19.1% |
| 3Y | +77.0% | -24.6% | +101.6% | +63.6% |
| 5Y | +82.6% | -75.4% | +158.0% | +75.8% |
| All | +82.6% | -75.8% | +158.4% | +75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling