-94.9%
QUBX vs SPY
+27.9%
-122.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.4% | -1.9% |
| 7D | -0.9% | -0.8% | -0.2% | +4.7% |
| 30D | -23.8% | -1.1% | -22.8% | -16.6% |
| 3M | -46.7% | +3.9% | -50.5% | -55.7% |
| 6M | -33.7% | +13.6% | -47.3% | -65.7% |
| YTD | -70.6% | +12.7% | -83.3% | -82.7% |
| 1Y | -92.6% | +17.5% | -110.1% | -96.4% |
| All | -94.9% | +27.9% | -122.7% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling