-14.2%
QCMU vs SPY
+27.4%
-41.6%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.5% | +6.8% | +8.5% |
| 7D | +10.1% | +0.5% | +9.6% | +7.4% |
| 30D | +7.3% | -0.9% | +8.2% | +11.2% |
| 3M | -41.5% | +3.9% | -45.4% | -47.7% |
| 6M | +28.1% | +14.5% | +13.6% | -10.2% |
| YTD | -21.9% | +12.9% | -34.8% | -41.8% |
| 1Y | -16.5% | +19.4% | -35.9% | -44.9% |
| All | -14.2% | +27.4% | -41.6% | -50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling