See what regime-adaptive quantitative signals could do for your returns
How we annualize.
Realized alpha over the live track-record window is annualized as a
drift-velocity projection — horizon-damped linear scaling
(αann = αobs · (365 / N) · w(N)),
where the confidence weight w(N) = min(1, 0.3 + 0.7 · N/365)
shrinks toward zero on small samples. The result is bounded to
[+6%, +25%] as a skeptical envelope.
Multi-year projections then compound: VT = V0 · (1 + base + αann)T.
Linear annualization (rather than geometric compounding of αobs) reflects the
architecture's drift-velocity treatment of alpha — alpha is the signed
drift component of the realized return process, not a pre-compounded
rate.
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| Account Type | Avg Annual Return | $100K → Year 5 | 5-Year Fees |
|---|---|---|---|
| Fidelity 500 Index (FXAIX) | ~10.0% | $161,051 | $75 |
| Schwab S&P 500 (SWPPX) | ~10.0% | $161,051 | $100 |
| JP Morgan Equity Income (OIEIX) | ~8.5% | $150,366 | $2,300 |
| Wealthfront (Automated) | ~7.5% | $143,563 | $1,250 |
| Betterment (Automated) | ~7.0% | $140,255 | $1,250 |
| Quark (60/40 + Alpha) | ~21.4% | $264,000 | $2,940 |
Competitor returns are 10-year historical averages (2015–2025). Quark return includes live alpha from track record. Past performance is not indicative of future results.
Neutral regime detected. Balanced allocation between equity and defensive assets. Models are monitoring for regime shift signals.
Updated: --
The equity/defensive split is continuously adjusted based on tail risk signals, regime state, and factor stability from our quantitative models.
Quark's structural risk models reduce exposure when fragility and correlation-instability signals deteriorate — a rules-based response to changing conditions, not a market forecast. On a portfolio of $50,000, scaling back into a major tail event can preserve meaningful capital.
Get regime-adaptive allocation updates, tail risk alerts, and rebalancing instructions delivered to your inbox.
Start from $5/moProjections are based on the live ensemble portfolio track record. The annualized alpha estimate is derived from the live ensemble portfolio return relative to the S&P 500 benchmark, extrapolated over a 365-day horizon with a conservatism discount applied for sample length. Quark does not ship retrospective backtests as evidence; all model claims are validated forward under pre-registered, frozen thresholds. Past performance does not guarantee future results. This is not investment advice. Actual results will vary based on market conditions, timing of signal implementation, transaction costs, slippage, and individual circumstances. Competitor return figures represent approximate 10-year historical averages (2015–2025) and may not reflect current performance. Fee comparisons are computed on a $100,000 account balance over 5 years; AUM-based fees scale with account size while Quark’s flat-rate subscription does not. All investing involves risk, including the possible loss of principal. You should consult with a qualified financial advisor before making any investment decisions. Quark is not a registered investment advisor, broker-dealer, or financial planner.