-99.7%
QNTM vs SPY
+213.2%
-312.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.7% |
| 7D | -1.2% | -0.8% | -0.5% | -0.4% |
| 30D | -8.0% | -1.1% | -7.0% | -7.0% |
| 3M | -20.0% | +3.9% | -23.9% | -23.8% |
| 6M | +52.4% | +13.6% | +38.8% | +30.1% |
| YTD | -56.2% | +12.7% | -68.8% | -62.3% |
| 1Y | -80.0% | +17.5% | -97.5% | -83.5% |
| 3Y | -96.2% | +76.9% | -173.1% | -97.9% |
| 5Y | -97.1% | +83.6% | -180.7% | -98.5% |
| All | -99.7% | +213.2% | -312.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling