-96.5%
QNRX vs SPY
+77.0%
-173.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -1.7% |
| 7D | -6.5% | -0.8% | -5.7% | -6.4% |
| 30D | +15.3% | -1.1% | +16.3% | +15.4% |
| 3M | +44.5% | +3.9% | +40.6% | +44.3% |
| 6M | -20.0% | +13.6% | -33.6% | -20.8% |
| YTD | -52.9% | +12.7% | -65.6% | -53.4% |
| 1Y | -10.1% | +17.5% | -27.6% | -12.5% |
| 3Y | -96.5% | +76.9% | -173.4% | -97.9% |
| All | -96.5% | +77.0% | -173.5% | -97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling