+59.8%
SPYQ vs SPY
+37.1%
+22.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | 0.0% |
| 7D | -0.1% | +0.1% | -0.2% | -0.3% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | +2.3% | +2.0% | +0.4% | -1.3% |
| 6M | +20.8% | +13.0% | +7.8% | -4.8% |
| YTD | +20.8% | +13.5% | +7.3% | -5.4% |
| 1Y | +31.4% | +20.0% | +11.4% | -7.5% |
| All | +59.8% | +37.1% | +22.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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