-80.6%
QMCO vs SPY
+322.5%
-403.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.1% |
| 7D | -4.7% | -0.8% | -3.9% | -3.5% |
| 30D | +7.5% | -1.1% | +8.5% | +9.6% |
| 3M | +80.6% | +3.9% | +76.7% | +71.1% |
| 6M | +310.8% | +13.6% | +297.2% | +249.5% |
| YTD | +265.6% | +12.7% | +252.9% | +218.5% |
| 1Y | +231.2% | +17.5% | +213.7% | +175.5% |
| 3Y | +81.4% | +76.9% | +4.5% | -14.5% |
| 5Y | -77.6% | +83.6% | -161.2% | -89.5% |
| All | -80.6% | +322.5% | -403.1% | -97.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling