+60.9%
SQM vs SPY
+82.3%
-21.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.9% | -4.5% | -4.6% |
| 7D | -6.8% | -0.8% | -6.1% | -6.0% |
| 30D | 0.0% | -1.1% | +1.0% | +1.1% |
| 3M | -11.5% | +3.9% | -15.3% | -15.6% |
| 6M | -7.5% | +13.6% | -21.1% | -20.5% |
| YTD | +4.7% | +12.7% | -8.0% | -9.0% |
| 1Y | +69.0% | +17.5% | +51.5% | +40.0% |
| 3Y | +24.3% | +76.9% | -52.6% | -37.3% |
| All | +60.9% | +82.3% | -21.4% | -21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling