+7,823.0%
SQM vs SPY
+2,912.8%
+4,910.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.4% |
| 7D | -4.2% | +0.5% | -4.8% | -4.8% |
| 30D | +7.2% | -0.9% | +8.1% | +8.1% |
| 3M | +6.0% | +3.9% | +2.1% | +1.9% |
| 6M | +10.8% | +14.5% | -3.7% | -3.2% |
| YTD | +13.3% | +12.9% | +0.4% | +0.5% |
| 1Y | +71.5% | +19.4% | +52.1% | +44.2% |
| 3Y | +35.2% | +78.5% | -43.2% | -22.8% |
| 5Y | +81.0% | +81.8% | -0.8% | +2.8% |
| 10Y | +315.1% | +311.5% | +3.6% | +15.0% |
| All | +7,823.0% | +2,912.8% | +4,910.3% | +532.4% |
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