+357.9%
SPYM vs QSR
+206.0%
+151.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | 0.0% |
| 7D | -0.4% | -2.4% | +2.0% | +0.4% |
| 30D | -1.4% | +5.7% | -7.1% | -3.2% |
| 3M | +3.7% | +6.9% | -3.2% | +1.2% |
| 6M | +13.0% | +6.9% | +6.2% | +10.0% |
| YTD | +12.5% | +14.9% | -2.4% | +6.6% |
| 1Y | +18.6% | +29.1% | -10.5% | +7.9% |
| 3Y | +78.0% | +26.1% | +51.9% | +60.8% |
| 5Y | +82.3% | +42.3% | +40.0% | +56.7% |
| 10Y | +322.9% | +134.0% | +188.9% | +202.3% |
| All | +357.9% | +206.0% | +151.9% | +207.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling