-75.2%
QNTM vs SPY
+14.6%
-89.8%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.8% |
| 7D | -6.8% | -0.7% | -6.0% | -6.4% |
| 30D | -32.4% | -1.0% | -31.4% | -32.0% |
| 3M | -23.0% | -0.3% | -22.7% | -22.8% |
| 6M | -57.5% | +7.3% | -64.8% | -59.6% |
| YTD | -69.7% | +13.3% | -83.1% | -73.4% |
| 1Y | -75.2% | +14.8% | -90.0% | -79.4% |
| All | -75.2% | +14.6% | -89.8% | -79.4% |
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