+127.7%
QDEL vs SPY
+3,074.3%
-2,946.5%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.8% |
| 7D | -2.7% | +0.5% | -3.2% | -3.1% |
| 30D | +8.9% | -0.9% | +9.8% | +9.8% |
| 3M | -7.5% | +3.9% | -11.4% | -9.9% |
| 6M | -35.8% | +14.5% | -50.3% | -41.6% |
| YTD | -53.2% | +12.9% | -66.1% | -56.8% |
| 1Y | -53.0% | +19.4% | -72.4% | -58.3% |
| 3Y | -82.1% | +78.5% | -160.5% | -88.1% |
| 5Y | -90.5% | +81.8% | -172.2% | -93.8% |
| 10Y | -38.3% | +311.5% | -349.8% | -78.7% |
| All | +127.7% | +3,074.3% | -2,946.5% | -76.2% |
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