+9.6%
QRMI vs SPY
+81.8%
-72.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +0.5% | -0.4% | +0.8% | +0.6% |
| 30D | +0.6% | -1.4% | +2.0% | +1.1% |
| 3M | +1.6% | +3.7% | -2.1% | +0.3% |
| 6M | +3.3% | +13.0% | -9.7% | -1.2% |
| YTD | +3.0% | +12.4% | -9.4% | -1.2% |
| 1Y | +8.4% | +18.5% | -10.2% | +1.9% |
| 3Y | +24.3% | +77.6% | -53.4% | +0.7% |
| 5Y | +9.0% | +81.7% | -72.6% | -12.2% |
| All | +9.6% | +81.8% | -72.2% | -12.0% |
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