-97.0%
QNTM vs SPY
+79.8%
-176.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -7.5% |
| 7D | +11.5% | -2.0% | +13.5% | +13.8% |
| 30D | -7.3% | -1.7% | -5.7% | -5.8% |
| 3M | -16.3% | +4.7% | -21.0% | -20.7% |
| 6M | +17.5% | +12.5% | +5.0% | +2.3% |
| YTD | -54.9% | +11.7% | -66.7% | -60.5% |
| 1Y | -79.7% | +17.5% | -97.1% | -83.0% |
| 3Y | -95.9% | +76.6% | -172.5% | -97.5% |
| 5Y | -97.0% | +82.0% | -179.1% | -98.2% |
| All | -97.0% | +79.8% | -176.8% | -98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling