+19.8%
QAT vs SPY
+78.0%
-58.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.1% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +12.1% | -3.3% | +15.5% | +13.4% |
| 3M | +0.8% | -2.4% | +3.3% | +1.6% |
| 6M | -3.3% | +2.6% | -5.8% | -4.2% |
| YTD | -1.4% | +11.2% | -12.7% | -5.1% |
| 1Y | -3.3% | +13.4% | -16.7% | -7.5% |
| 3Y | +19.8% | +79.9% | -60.1% | -6.4% |
| All | +19.8% | +78.0% | -58.2% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling