-98.6%
SQNS vs SPY
+322.5%
-421.0%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.6% |
| 7D | +2.5% | -0.8% | +3.3% | +3.3% |
| 30D | -1.4% | -1.1% | -0.3% | -0.4% |
| 3M | -10.3% | +3.9% | -14.2% | -13.7% |
| 6M | -10.6% | +13.6% | -24.2% | -20.7% |
| YTD | -36.3% | +12.7% | -49.0% | -42.5% |
| 1Y | -70.8% | +17.5% | -88.3% | -74.5% |
| 3Y | -95.9% | +76.9% | -172.8% | -97.6% |
| 5Y | -97.6% | +83.6% | -181.2% | -98.7% |
| All | -98.6% | +322.5% | -421.0% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling