+45.0%
QAT vs SPY
+304.1%
-259.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +5.9% | -0.6% | +6.5% | +6.1% |
| 30D | +12.1% | -3.7% | +15.8% | +13.6% |
| 3M | +1.2% | -2.7% | +3.9% | +2.1% |
| 6M | -3.3% | +2.2% | -5.5% | -4.1% |
| YTD | -1.4% | +10.8% | -12.2% | -5.2% |
| 1Y | -3.6% | +11.2% | -14.8% | -7.4% |
| 3Y | +19.0% | +76.5% | -57.5% | -3.9% |
| 5Y | +5.3% | +72.9% | -67.6% | -15.1% |
| 10Y | +45.0% | +304.8% | -259.8% | -19.0% |
| All | +45.0% | +304.1% | -259.1% | -19.0% |
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