-6.4%
QCMU vs SPY
+27.1%
-33.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.9% | +5.2% | +2.6% |
| 7D | +15.9% | -0.8% | +16.6% | +19.3% |
| 30D | +23.7% | -1.1% | +24.8% | +29.0% |
| 3M | -25.8% | +3.9% | -29.6% | -34.3% |
| 6M | +43.3% | +13.6% | +29.6% | +3.3% |
| YTD | -14.9% | +12.7% | -27.5% | -36.0% |
| 1Y | -10.5% | +17.5% | -28.0% | -38.5% |
| All | -6.4% | +27.1% | -33.5% | -45.1% |
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