+45.6%
QAI vs SPY
+315.0%
-269.4%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.3% |
| 7D | +0.5% | +0.1% | +0.4% | +0.4% |
| 30D | -1.4% | -3.3% | +1.9% | -0.5% |
| 3M | -2.3% | -2.4% | +0.1% | -1.6% |
| 6M | -1.3% | +2.6% | -3.9% | -2.1% |
| YTD | +6.4% | +11.2% | -4.8% | +3.2% |
| 1Y | +7.5% | +13.4% | -5.9% | +3.6% |
| 3Y | +28.3% | +79.9% | -51.6% | +8.6% |
| 5Y | +21.8% | +72.2% | -50.4% | +3.4% |
| 10Y | +45.6% | +307.3% | -261.7% | -3.3% |
| All | +45.6% | +315.0% | -269.4% | -3.3% |
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