-83.7%
QDEL vs SPY
+75.5%
-159.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.6% | -3.3% | -3.0% |
| 7D | -12.8% | -2.0% | -10.8% | -10.0% |
| 30D | -13.2% | -1.7% | -11.5% | -10.8% |
| 3M | -10.0% | +4.7% | -14.7% | -15.5% |
| 6M | -37.0% | +12.5% | -49.6% | -46.1% |
| YTD | -57.5% | +11.7% | -69.2% | -63.1% |
| 1Y | -56.0% | +17.5% | -73.5% | -63.9% |
| All | -83.7% | +75.5% | -159.2% | -91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling