-32.2%
QCMD vs SPY
+25.8%
-58.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.1% |
| 7D | -4.1% | +2.6% | -6.7% | +1.3% |
| 30D | -2.8% | -2.0% | -0.8% | -5.4% |
| 3M | -9.6% | -2.8% | -6.8% | -12.9% |
| 6M | +5.0% | +2.1% | +2.9% | +13.5% |
| YTD | -23.2% | +11.5% | -34.7% | -4.6% |
| 1Y | -22.2% | +13.5% | -35.6% | +0.1% |
| All | -32.2% | +25.8% | -58.0% | -1.9% |
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