-19.4%
QCML vs SPY
+20.8%
-40.2%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +2.0% |
| 7D | +6.3% | +0.1% | +6.1% | +5.6% |
| 30D | +14.2% | +0.1% | +14.1% | +14.0% |
| 3M | -56.4% | +2.0% | -58.4% | -57.6% |
| 6M | +16.2% | +13.0% | +3.2% | -15.4% |
| YTD | -25.7% | +13.5% | -39.3% | -46.4% |
| 1Y | -19.4% | +20.0% | -39.3% | -45.8% |
| All | -19.4% | +20.8% | -40.2% | -45.8% |
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