-24.9%
QCMD vs SPY
+21.3%
-46.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +2.6% |
| 7D | -2.8% | +0.3% | -3.1% | -2.3% |
| 30D | -4.2% | +0.2% | -4.4% | -3.6% |
| 3M | +38.1% | +2.8% | +35.3% | +49.2% |
| 6M | -32.7% | +14.3% | -46.9% | -13.5% |
| YTD | -17.4% | +14.0% | -31.4% | +6.3% |
| All | -24.9% | +21.3% | -46.2% | +3.4% |
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