+97.6%
QEMM vs SPY
+305.4%
-207.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.8% |
| 7D | -1.6% | -2.7% | +1.1% | +0.3% |
| 30D | -8.0% | -5.4% | -2.6% | -4.3% |
| 3M | -6.5% | -4.1% | -2.4% | -3.7% |
| 6M | -6.5% | +0.7% | -7.2% | -6.6% |
| YTD | +13.8% | +8.7% | +5.2% | +8.2% |
| 1Y | +15.3% | +10.9% | +4.4% | +8.0% |
| 3Y | +55.9% | +75.0% | -19.1% | +6.2% |
| 5Y | +36.0% | +67.8% | -31.8% | -5.5% |
| All | +97.6% | +305.4% | -207.9% | -34.9% |
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