-97.6%
SQNS vs SPY
+82.3%
-179.9%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.8% |
| 7D | +2.5% | -0.8% | +3.3% | +3.4% |
| 30D | -1.4% | -1.1% | -0.3% | -0.2% |
| 3M | -10.3% | +3.9% | -14.2% | -14.2% |
| 6M | -10.6% | +13.6% | -24.2% | -22.2% |
| YTD | -36.3% | +12.7% | -49.0% | -43.5% |
| 1Y | -70.8% | +17.5% | -88.3% | -75.0% |
| 3Y | -95.9% | +76.9% | -172.8% | -97.8% |
| All | -97.6% | +82.3% | -179.9% | -98.7% |
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