+318.0%
SPYM vs QSR
+135.2%
+182.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.8% | -4.0% | +3.2% | +0.5% |
| 30D | -1.1% | +2.8% | -3.8% | -2.0% |
| 3M | +3.9% | +5.1% | -1.2% | +1.8% |
| 6M | +13.6% | +8.8% | +4.8% | +9.7% |
| YTD | +12.7% | +14.8% | -2.1% | +6.5% |
| 1Y | +17.6% | +25.7% | -8.1% | +7.4% |
| 3Y | +77.2% | +27.5% | +49.7% | +58.3% |
| 5Y | +84.1% | +41.3% | +42.9% | +56.7% |
| All | +318.0% | +135.2% | +182.9% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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