+97.5%
QMCO vs SPY
+14.6%
+82.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.7% | -10.7% |
| 7D | -19.1% | -0.7% | -18.4% | -16.8% |
| 30D | -50.7% | -1.0% | -49.7% | -48.2% |
| 3M | +46.5% | -0.3% | +46.8% | +50.8% |
| 6M | +121.8% | +7.3% | +114.5% | +78.1% |
| YTD | +160.0% | +13.3% | +146.7% | +77.3% |
| 1Y | +97.5% | +14.8% | +82.7% | +32.7% |
| All | +97.5% | +14.6% | +82.9% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling