-99.7%
QNTM vs SPY
+212.4%
-312.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.3% |
| 7D | +16.2% | -0.4% | +16.6% | +16.5% |
| 30D | +3.5% | -1.4% | +4.8% | +4.9% |
| 3M | -8.0% | +3.7% | -11.7% | -12.2% |
| 6M | +6.5% | +13.0% | -6.5% | -8.4% |
| YTD | -51.0% | +12.4% | -63.4% | -57.7% |
| 1Y | -71.8% | +18.5% | -90.3% | -76.9% |
| 3Y | -95.5% | +77.6% | -173.2% | -97.6% |
| 5Y | -96.8% | +81.7% | -178.4% | -98.3% |
| All | -99.7% | +212.4% | -312.1% | -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 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