-22.0%
QCMD vs SPY
+14.6%
-36.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.7% | -6.3% | -1.1% |
| 7D | +4.8% | -0.7% | +5.5% | +3.8% |
| 30D | +3.2% | -1.0% | +4.2% | +1.8% |
| 3M | -9.6% | -0.3% | -9.3% | -9.1% |
| 6M | -19.2% | +7.3% | -26.5% | -4.8% |
| YTD | -22.1% | +13.3% | -35.4% | -2.1% |
| 1Y | -22.0% | +14.8% | -36.8% | +0.5% |
| All | -22.0% | +14.6% | -36.6% | +0.5% |
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