+29.6%
QMMY vs SPY
+46.7%
-17.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +2.0% | +2.6% | -0.6% | +0.3% |
| 30D | -3.7% | -2.0% | -1.8% | -2.5% |
| 3M | -2.9% | -2.8% | -0.1% | -1.1% |
| 6M | -0.6% | +2.1% | -2.7% | -1.9% |
| YTD | +3.4% | +11.5% | -8.1% | -3.5% |
| 1Y | +5.5% | +13.5% | -8.0% | -2.7% |
| All | +29.6% | +46.7% | -17.1% | +0.6% |
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