+74.9%
QDEC vs SPY
+117.5%
-42.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.6% |
| 7D | -3.4% | -2.7% | -0.7% | -1.2% |
| 30D | -6.9% | -5.4% | -1.5% | -2.7% |
| 3M | -3.2% | -4.1% | +0.9% | +0.1% |
| 6M | -0.7% | +0.7% | -1.4% | -1.3% |
| YTD | +6.5% | +8.7% | -2.2% | -0.5% |
| 1Y | +10.0% | +10.9% | -0.8% | +1.2% |
| 3Y | +49.8% | +75.0% | -25.2% | -5.9% |
| 5Y | +50.7% | +67.8% | -17.1% | -4.4% |
| All | +74.9% | +117.5% | -42.6% | -8.5% |
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