-99.3%
QMCO vs SPY
+815.9%
-915.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.6% | -4.4% | -4.1% |
| 7D | -5.2% | -2.0% | -3.2% | -2.2% |
| 30D | +18.7% | -1.7% | +20.4% | +22.3% |
| 3M | +82.9% | +4.7% | +78.2% | +71.0% |
| 6M | +317.2% | +12.5% | +304.7% | +259.0% |
| YTD | +257.1% | +11.7% | +245.3% | +214.2% |
| 1Y | +168.7% | +17.5% | +151.2% | +121.7% |
| 3Y | +77.2% | +76.6% | +0.6% | -19.5% |
| 5Y | -78.1% | +82.0% | -160.1% | -90.1% |
| 10Y | -81.1% | +317.1% | -398.2% | -97.5% |
| All | -99.3% | +815.9% | -915.1% | -100.0% |
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