+339.2%
QLC vs SPY
+378.3%
-39.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +0.4% | +0.1% | +0.2% | +0.2% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | +3.1% | +2.0% | +1.1% | +1.2% |
| 6M | +14.2% | +13.0% | +1.2% | +1.8% |
| YTD | +15.6% | +13.5% | +2.1% | +2.7% |
| 1Y | +24.7% | +20.0% | +4.7% | +5.2% |
| 3Y | +92.2% | +77.2% | +15.0% | +12.7% |
| 5Y | +97.1% | +81.9% | +15.2% | +12.8% |
| 10Y | +300.4% | +314.1% | -13.7% | +24.8% |
| All | +339.2% | +378.3% | -39.0% | +30.6% |
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