+63.8%
QJUN vs SPY
+95.5%
-31.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.1% | +0.4% |
| 7D | -0.1% | -0.9% | +0.8% | +0.7% |
| 30D | -5.2% | -2.4% | -2.9% | -3.4% |
| 3M | -2.3% | -1.2% | -1.2% | -1.4% |
| 6M | -2.6% | +3.3% | -5.9% | -5.0% |
| YTD | +2.7% | +12.3% | -9.6% | -6.3% |
| 1Y | +4.1% | +12.4% | -8.4% | -5.1% |
| 3Y | +43.1% | +78.8% | -35.7% | -10.1% |
| 5Y | +54.5% | +75.2% | -20.7% | -3.4% |
| All | +63.8% | +95.5% | -31.8% | -3.4% |
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