+68.2%
QJUN vs SPY
+97.7%
-29.5%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.5% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +0.7% | +0.1% | +0.7% | +0.7% |
| 3M | -0.5% | +2.0% | -2.5% | -2.0% |
| 6M | +4.7% | +13.0% | -8.3% | -4.9% |
| YTD | +5.5% | +13.5% | -8.1% | -4.6% |
| 1Y | +10.1% | +20.0% | -9.8% | -4.7% |
| 3Y | +48.5% | +77.2% | -28.6% | -6.0% |
| 5Y | +60.3% | +81.9% | -21.5% | -2.2% |
| All | +68.2% | +97.7% | -29.5% | -1.7% |
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