-99.6%
SQNS vs SPY
+662.9%
-762.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.6% |
| 7D | +7.6% | -0.4% | +8.0% | +8.0% |
| 30D | +8.8% | -1.4% | +10.2% | +10.4% |
| 3M | -10.0% | +3.7% | -13.7% | -13.2% |
| 6M | -4.5% | +13.0% | -17.5% | -15.0% |
| YTD | -34.1% | +12.4% | -46.5% | -40.4% |
| 1Y | -66.0% | +18.5% | -84.5% | -70.6% |
| 3Y | -95.8% | +77.6% | -173.4% | -97.6% |
| 5Y | -97.5% | +81.7% | -179.2% | -98.6% |
| 10Y | -98.5% | +319.7% | -418.1% | -99.6% |
| All | -99.6% | +662.9% | -762.5% | -100.0% |
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