+103.4%
QEMM vs SPY
+389.4%
-285.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +4.4% | +0.1% | +4.4% | +4.4% |
| 3M | +2.5% | +2.0% | +0.5% | +1.3% |
| 6M | +18.6% | +13.0% | +5.6% | +9.5% |
| YTD | +27.3% | +13.5% | +13.8% | +17.2% |
| 1Y | +36.5% | +20.0% | +16.6% | +21.1% |
| 3Y | +72.1% | +77.2% | -5.1% | +16.1% |
| 5Y | +47.5% | +81.9% | -34.3% | -3.4% |
| 10Y | +122.1% | +314.1% | -191.9% | -20.2% |
| All | +103.4% | +389.4% | -285.9% | -32.9% |
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 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