-72.6%
QNC vs SPY
+13.3%
-85.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.7% | +5.6% | +2.2% |
| 7D | -5.5% | -0.7% | -4.7% | -2.9% |
| 30D | -36.6% | -1.0% | -35.6% | -33.9% |
| 3M | -52.7% | -0.3% | -52.4% | -52.1% |
| 6M | -63.3% | +7.3% | -70.6% | -69.7% |
| All | -72.6% | +13.3% | -85.9% | -83.3% |
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