-55.1%
QNC vs SPY
+12.7%
-67.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -3.2% |
| 7D | -1.2% | -0.8% | -0.4% | +1.2% |
| 30D | -29.5% | -1.1% | -28.4% | -27.3% |
| 3M | -42.2% | +3.9% | -46.0% | -48.5% |
| 6M | -46.7% | +13.6% | -60.3% | -66.9% |
| All | -55.1% | +12.7% | -67.8% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling