-90.2%
QNCX vs SPY
+20.8%
-111.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +3.3% |
| 7D | -7.2% | +0.1% | -7.3% | -7.5% |
| 30D | +8.4% | +0.1% | +8.4% | +8.3% |
| 3M | +42.4% | +2.0% | +40.4% | +37.7% |
| 6M | +50.6% | +13.0% | +37.6% | +14.3% |
| YTD | -95.3% | +13.5% | -108.9% | -96.0% |
| 1Y | -90.2% | +20.0% | -110.2% | -91.8% |
| All | -90.2% | +20.8% | -111.1% | -91.8% |
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