Relative performance vs S&P 500 — the 94-name universe the Quality Reversion strategy trades
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Same universe as the Quality Reversion strategy page, shown here as prices rather than signals.
SpaceX is in the strategy list but not here — it is private, so there is no price series to plot.
SK hynix is read off its Korean listing (000660.KS) and quoted in won, so its returns are price
returns in local currency. Chart history below is capped at 10 years.
SPY
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FromTo
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Quality Reversion
Relative Performance vs SPY
Current Drawdown
Performance Leaderboard
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#
Ticker
Company
Sector
Period Ret
vs SPY
CAGR
Years
Ann. Vol
Sharpe
β vs SMH
Curr. DD
PERFORMANCE
Quality Reversion
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STATISTICS
Fixed periods · click row to add to chart · 10 years of history
TICKER
MTD %
YTD % ↓
3Y CAGR %
5Y CAGR %
3Y β VS SMH
CURRENT DD %
CHARTS
FromTo
Full Period Equity Curve
Click tickers in the table above to plot them here
Drawdown from Peak
Click tickers in the table above to plot them here