-100.0%
QNRX vs SPY
+313.1%
-413.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.4% | -2.5% |
| 7D | -6.5% | -0.8% | -5.7% | -5.7% |
| 30D | +15.3% | -1.1% | +16.3% | +16.8% |
| 3M | +44.5% | +3.9% | +40.6% | +39.5% |
| 6M | -20.0% | +13.6% | -33.6% | -30.0% |
| YTD | -52.9% | +12.7% | -65.6% | -58.7% |
| 1Y | -10.1% | +17.5% | -27.6% | -27.1% |
| 3Y | -96.5% | +76.9% | -173.4% | -98.4% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| 10Y | -100.0% | +320.7% | -420.7% | -100.0% |
| All | -100.0% | +313.1% | -413.1% | -100.0% |
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