+6.1%
QCML vs SPY
+41.0%
-34.8%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +2.3% |
| 7D | +10.0% | -2.0% | +11.9% | +17.1% |
| 30D | +17.7% | -1.7% | +19.3% | +24.1% |
| 3M | -21.2% | +4.7% | -25.9% | -30.1% |
| 6M | +33.9% | +12.5% | +21.4% | +2.1% |
| YTD | -18.7% | +11.7% | -30.4% | -36.0% |
| 1Y | -10.7% | +17.5% | -28.2% | -37.3% |
| All | +6.1% | +41.0% | -34.8% | -54.3% |
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