-72.0%
QNME vs SPY
+18.1%
-90.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.0% | -8.1% |
| 7D | -7.9% | -0.8% | -7.1% | -6.4% |
| 30D | -45.8% | -1.1% | -44.8% | -44.5% |
| 3M | -47.4% | +3.9% | -51.3% | -48.3% |
| 6M | -59.9% | +13.6% | -73.5% | -64.2% |
| YTD | -65.7% | +12.7% | -78.4% | -69.0% |
| 1Y | -72.0% | +17.5% | -89.5% | -75.7% |
| All | -72.0% | +18.1% | -90.1% | -75.7% |
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