-53.6%
QNC vs SPY
+12.4%
-66.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -1.8% |
| 7D | -6.4% | -0.4% | -6.0% | -5.7% |
| 30D | -21.1% | -1.4% | -19.7% | -17.8% |
| 3M | -40.5% | +3.7% | -44.2% | -46.7% |
| 6M | -47.0% | +13.0% | -60.0% | -66.9% |
| All | -53.6% | +12.4% | -66.0% | -71.2% |
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