+76.7%
QAI vs SPY
+1,131.4%
-1,054.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.3% |
| 7D | -1.9% | -4.7% | +2.9% | -0.6% |
| 30D | -3.2% | -5.9% | +2.7% | -1.6% |
| 3M | -3.5% | -4.5% | +1.1% | -2.3% |
| 6M | -2.0% | +1.8% | -3.8% | -2.5% |
| YTD | +5.0% | +8.3% | -3.4% | +2.7% |
| 1Y | +5.5% | +9.3% | -3.8% | +3.0% |
| 3Y | +26.2% | +74.9% | -48.7% | +8.9% |
| 5Y | +20.2% | +67.3% | -47.0% | +4.1% |
| 10Y | +43.6% | +311.6% | -268.0% | -0.9% |
| All | +76.7% | +1,131.4% | -1,054.6% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling