-30.3%
QCMD vs SPY
+26.8%
-57.1%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -2.1% |
| 7D | -4.0% | -0.4% | -3.6% | -4.7% |
| 30D | -8.3% | -1.4% | -7.0% | -10.8% |
| 3M | +9.9% | +3.7% | +6.2% | +19.7% |
| 6M | -35.3% | +13.0% | -48.3% | -19.3% |
| YTD | -21.0% | +12.4% | -33.4% | -2.0% |
| 1Y | -28.7% | +18.5% | -47.2% | -3.8% |
| All | -30.3% | +26.8% | -57.1% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling