+79.5%
QDEC vs SPY
+122.7%
-43.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.4% | +0.3% | +0.8% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | -4.3% | -3.3% | -1.0% | -1.7% |
| 3M | -1.2% | -2.4% | +1.3% | +0.8% |
| 6M | +1.2% | +2.6% | -1.4% | -0.9% |
| YTD | +9.3% | +11.2% | -1.9% | +0.3% |
| 1Y | +13.0% | +13.4% | -0.4% | +2.1% |
| 3Y | +53.6% | +79.9% | -26.3% | -5.6% |
| 5Y | +54.9% | +72.2% | -17.3% | -3.8% |
| All | +79.5% | +122.7% | -43.1% | -7.8% |
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