-2.9%
QCML vs SPY
+41.7%
-44.6%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.3% | +1.9% | -1.3% |
| 7D | +1.1% | -0.9% | +2.0% | +6.5% |
| 30D | -2.7% | -2.4% | -0.4% | +10.2% |
| 3M | +7.6% | -1.2% | +8.8% | +18.0% |
| 6M | -57.3% | +3.3% | -60.6% | -57.1% |
| YTD | -25.6% | +12.3% | -37.9% | -39.1% |
| 1Y | -28.8% | +12.4% | -41.2% | -41.6% |
| All | -2.9% | +41.7% | -44.6% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling