+93.9%
QVML vs SPY
+91.4%
+2.5%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | 0.0% |
| 7D | -0.7% | -0.8% | +0.1% | 0.0% |
| 30D | -0.9% | -1.1% | +0.2% | +0.1% |
| 3M | +4.3% | +3.9% | +0.4% | +0.6% |
| 6M | +14.8% | +13.6% | +1.2% | +1.6% |
| YTD | +13.6% | +12.7% | +0.9% | +1.3% |
| 1Y | +18.2% | +17.5% | +0.7% | +1.3% |
| 3Y | +79.9% | +76.9% | +2.9% | +4.5% |
| 5Y | +86.5% | +83.6% | +2.9% | +4.3% |
| All | +93.9% | +91.4% | +2.5% | +3.9% |
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 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