+83.7%
QAI vs SPY
+1,190.6%
-1,107.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.3% | +0.1% | +0.2% | +0.3% |
| 3M | +0.1% | +2.0% | -1.9% | -0.5% |
| 6M | +5.6% | +13.0% | -7.4% | +2.2% |
| YTD | +9.1% | +13.5% | -4.5% | +5.4% |
| 1Y | +12.1% | +20.0% | -7.8% | +6.9% |
| 3Y | +30.2% | +77.2% | -47.0% | +11.9% |
| 5Y | +24.5% | +81.9% | -57.4% | +5.5% |
| 10Y | +45.7% | +314.1% | -268.4% | +0.2% |
| All | +83.7% | +1,190.6% | -1,107.0% | -2.2% |
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