+26.3%
QURE vs SPY
+82.3%
-56.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -1.0% |
| 7D | 0.0% | -0.8% | +0.8% | +1.0% |
| 30D | -1.4% | -1.1% | -0.3% | -0.1% |
| 3M | +66.0% | +3.9% | +62.1% | +55.8% |
| 6M | +153.5% | +13.6% | +139.9% | +111.3% |
| YTD | +86.0% | +12.7% | +73.3% | +57.2% |
| 1Y | +162.8% | +17.5% | +145.2% | +107.4% |
| 3Y | +464.8% | +76.9% | +387.9% | +156.9% |
| All | +26.3% | +82.3% | -56.0% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling