-100.0%
QCLS vs SPY
+318.9%
-418.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -6.6% |
| 7D | -12.2% | -2.0% | -10.3% | -10.0% |
| 30D | -42.9% | -1.7% | -41.3% | -41.7% |
| 3M | -55.5% | +4.7% | -60.3% | -57.7% |
| 6M | -59.0% | +12.5% | -71.5% | -63.8% |
| YTD | -58.6% | +11.7% | -70.4% | -63.2% |
| 1Y | -54.5% | +17.5% | -72.0% | -61.4% |
| 3Y | -99.9% | +76.6% | -176.5% | -100.0% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +318.9% | -418.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling