+206.3%
QMOM vs SPY
+329.3%
-123.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.0% |
| 7D | -1.2% | -2.0% | +0.8% | +1.0% |
| 30D | -5.4% | -1.7% | -3.8% | -3.7% |
| 3M | -2.9% | +4.7% | -7.6% | -7.6% |
| 6M | +3.0% | +12.5% | -9.5% | -8.9% |
| YTD | +11.0% | +11.7% | -0.7% | -1.0% |
| 1Y | +13.5% | +17.5% | -4.0% | -4.0% |
| 3Y | +65.5% | +76.6% | -11.1% | -9.0% |
| 5Y | +47.6% | +82.0% | -34.4% | -21.6% |
| 10Y | +221.8% | +317.1% | -95.4% | -22.1% |
| All | +206.3% | +329.3% | -123.0% | -27.1% |
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