-30.6%
QCMD vs SPY
+26.0%
-56.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -1.6% |
| 7D | -4.8% | -2.0% | -2.9% | -8.5% |
| 30D | -8.6% | -1.7% | -7.0% | -11.6% |
| 3M | +2.8% | +4.7% | -1.9% | +13.8% |
| 6M | -37.0% | +12.5% | -49.5% | -22.2% |
| YTD | -21.4% | +11.7% | -33.1% | -3.6% |
| 1Y | -28.9% | +17.5% | -46.4% | -5.5% |
| All | -30.6% | +26.0% | -56.7% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling