-99.6%
QNCX vs SPY
+195.7%
-295.3%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -3.9% |
| 7D | -5.2% | -2.0% | -3.2% | -3.4% |
| 30D | -11.5% | -1.7% | -9.9% | -10.1% |
| 3M | +59.1% | +4.7% | +54.4% | +52.4% |
| 6M | +39.2% | +12.5% | +26.7% | +25.3% |
| YTD | -95.7% | +11.7% | -107.4% | -95.9% |
| 1Y | -91.0% | +17.5% | -108.5% | -91.8% |
| 3Y | -88.6% | +76.6% | -165.2% | -93.5% |
| 5Y | -99.8% | +82.0% | -181.9% | -99.9% |
| All | -99.6% | +195.7% | -295.3% | -99.8% |
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 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