-44.1%
QDEL vs SPY
+322.5%
-366.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.8% |
| 7D | -15.7% | -0.8% | -14.9% | -15.1% |
| 30D | -20.6% | -1.1% | -19.5% | -19.7% |
| 3M | -16.4% | +3.9% | -20.3% | -18.9% |
| 6M | -34.6% | +13.6% | -48.2% | -40.9% |
| YTD | -58.8% | +12.7% | -71.4% | -62.3% |
| 1Y | -60.7% | +17.5% | -78.2% | -65.1% |
| 3Y | -84.2% | +76.9% | -161.1% | -89.6% |
| 5Y | -92.1% | +83.6% | -175.7% | -95.0% |
| All | -44.1% | +322.5% | -366.5% | -86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling