-77.8%
QMCO vs SPY
+82.3%
-160.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.0% |
| 7D | -4.7% | -0.8% | -3.9% | -3.4% |
| 30D | +7.5% | -1.1% | +8.5% | +9.8% |
| 3M | +80.6% | +3.9% | +76.7% | +70.2% |
| 6M | +310.8% | +13.6% | +297.2% | +244.5% |
| YTD | +265.6% | +12.7% | +252.9% | +214.3% |
| 1Y | +231.2% | +17.5% | +213.7% | +171.7% |
| 3Y | +81.4% | +76.9% | +4.5% | -18.0% |
| All | -77.8% | +82.3% | -160.1% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling