-91.5%
QUBX vs SPY
+20.8%
-112.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +4.0% |
| 7D | -4.3% | +0.1% | -4.4% | -5.1% |
| 30D | -22.6% | +0.1% | -22.7% | -21.7% |
| 3M | -59.6% | +2.0% | -61.6% | -60.7% |
| 6M | -41.4% | +13.0% | -54.4% | -68.0% |
| YTD | -70.3% | +13.5% | -83.9% | -83.3% |
| 1Y | -91.5% | +20.0% | -111.4% | -95.2% |
| All | -91.5% | +20.8% | -112.3% | -95.2% |
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