+2,694.2%
QCRH vs SPY
+2,861.4%
-167.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.3% |
| 7D | -0.1% | -0.8% | +0.6% | +0.1% |
| 30D | -3.0% | -1.1% | -2.0% | -2.7% |
| 3M | +6.5% | +3.9% | +2.7% | +5.1% |
| 6M | +24.1% | +13.6% | +10.5% | +18.8% |
| YTD | +23.4% | +12.7% | +10.7% | +18.6% |
| 1Y | +31.8% | +17.5% | +14.3% | +24.9% |
| 3Y | +107.0% | +76.9% | +30.1% | +73.3% |
| 5Y | +108.9% | +83.6% | +25.3% | +72.9% |
| 10Y | +247.4% | +320.7% | -73.3% | +150.9% |
| All | +2,694.2% | +2,861.4% | -167.2% | +1,564.8% |
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