-49.1%
FMQQ vs SPY
+85.4%
-134.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -0.4% |
| 7D | -3.2% | -0.8% | -2.4% | -2.4% |
| 30D | -1.6% | -1.1% | -0.6% | -0.6% |
| 3M | +12.7% | +3.9% | +8.8% | +8.3% |
| 6M | +7.8% | +13.6% | -5.8% | -5.4% |
| YTD | -8.9% | +12.7% | -21.6% | -19.4% |
| 1Y | -17.5% | +17.5% | -35.0% | -30.1% |
| 3Y | +16.2% | +76.9% | -60.7% | -37.8% |
| All | -49.1% | +85.4% | -134.5% | -73.8% |
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