-54.6%
QNC vs SPY
+13.5%
-68.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -0.5% |
| 7D | -15.3% | +0.1% | -15.4% | -15.8% |
| 30D | -21.5% | +0.1% | -21.5% | -21.8% |
| 3M | -47.7% | +2.0% | -49.7% | -50.4% |
| 6M | -48.0% | +13.0% | -61.0% | -68.7% |
| All | -54.6% | +13.5% | -68.2% | -72.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling