-11.7%
QCMU vs SPY
+26.0%
-37.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +2.5% |
| 7D | +9.7% | -2.0% | +11.7% | +18.5% |
| 30D | +17.3% | -1.7% | +19.0% | +25.0% |
| 3M | -21.4% | +4.7% | -26.1% | -32.4% |
| 6M | +33.4% | +12.5% | +20.9% | -0.2% |
| YTD | -19.7% | +11.7% | -31.4% | -37.6% |
| 1Y | -12.8% | +17.5% | -30.2% | -39.2% |
| All | -11.7% | +26.0% | -37.8% | -46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling