-95.1%
QUBX vs SPY
+26.8%
-121.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -0.9% |
| 7D | -3.7% | -2.0% | -1.8% | +11.1% |
| 30D | -27.2% | -1.7% | -25.6% | -16.9% |
| 3M | -45.2% | +4.7% | -49.9% | -57.0% |
| 6M | -36.3% | +12.5% | -48.8% | -64.6% |
| YTD | -71.8% | +11.7% | -83.5% | -82.3% |
| 1Y | -92.5% | +17.5% | -109.9% | -96.4% |
| All | -95.1% | +26.8% | -121.9% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling