+115.1%
QEMM vs SPY
+311.3%
-196.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.4% |
| 7D | +2.0% | +0.5% | +1.5% | +1.6% |
| 30D | +3.6% | -0.9% | +4.5% | +4.2% |
| 3M | +6.3% | +3.9% | +2.4% | +3.7% |
| 6M | +22.4% | +14.5% | +7.9% | +11.9% |
| YTD | +27.3% | +12.9% | +14.4% | +17.6% |
| 1Y | +34.9% | +19.4% | +15.5% | +20.0% |
| 3Y | +75.0% | +78.5% | -3.5% | +17.1% |
| 5Y | +49.4% | +81.8% | -32.4% | -2.6% |
| 10Y | +115.1% | +311.5% | -196.4% | -30.3% |
| All | +115.1% | +311.3% | -196.2% | -30.3% |
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