+28.9%
SQM vs SPY
+75.5%
-46.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.3% |
| 7D | -7.4% | -2.0% | -5.4% | -5.3% |
| 30D | +2.3% | -1.7% | +3.9% | +4.1% |
| 3M | -0.5% | +4.7% | -5.2% | -5.8% |
| 6M | -2.4% | +12.5% | -14.9% | -14.9% |
| YTD | +8.6% | +11.7% | -3.1% | -4.4% |
| 1Y | +78.5% | +17.5% | +61.1% | +48.6% |
| All | +28.9% | +75.5% | -46.6% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling