-99.8%
QNCX vs SPY
+82.3%
-182.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.2% | +1.3% |
| 7D | -5.7% | -0.8% | -4.9% | -5.0% |
| 30D | -5.5% | -1.1% | -4.4% | -4.6% |
| 3M | +56.0% | +3.9% | +52.2% | +51.2% |
| 6M | +35.6% | +13.6% | +21.9% | +22.5% |
| YTD | -95.6% | +12.7% | -108.3% | -95.8% |
| 1Y | -90.6% | +17.5% | -108.2% | -91.4% |
| 3Y | -88.4% | +76.9% | -165.3% | -93.0% |
| All | -99.8% | +82.3% | -182.1% | -99.9% |
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