-54.5%
QCLS vs SPY
+17.2%
-71.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.6% | -6.7% | -5.8% |
| 7D | -12.2% | -2.0% | -10.3% | -7.5% |
| 30D | -42.9% | -1.7% | -41.3% | -40.5% |
| 3M | -55.5% | +4.7% | -60.3% | -60.2% |
| 6M | -59.0% | +12.5% | -71.5% | -68.1% |
| YTD | -58.6% | +11.7% | -70.4% | -67.8% |
| 1Y | -54.5% | +17.5% | -72.0% | -59.3% |
| All | -54.5% | +17.2% | -71.8% | -59.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling