-80.0%
QNTM vs SPY
+18.1%
-98.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.3% |
| 7D | -1.2% | -0.8% | -0.5% | -0.8% |
| 30D | -8.0% | -1.1% | -7.0% | -7.5% |
| 3M | -20.0% | +3.9% | -23.9% | -22.7% |
| 6M | +52.4% | +13.6% | +38.8% | +32.4% |
| YTD | -56.2% | +12.7% | -68.8% | -61.9% |
| 1Y | -80.0% | +17.5% | -97.5% | -83.2% |
| All | -80.0% | +18.1% | -98.2% | -83.2% |
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