+10.9%
QAT vs SPY
+402.8%
-392.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -3.5% | +0.1% | -3.6% | -3.5% |
| 3M | -5.4% | +2.0% | -7.4% | -6.1% |
| 6M | -5.6% | +13.0% | -18.6% | -10.1% |
| YTD | -5.3% | +13.5% | -18.8% | -9.9% |
| 1Y | -8.4% | +20.0% | -28.4% | -14.8% |
| 3Y | +9.5% | +77.2% | -67.6% | -13.2% |
| 5Y | +8.4% | +81.9% | -73.4% | -16.1% |
| 10Y | +27.4% | +314.1% | -286.7% | -36.5% |
| All | +10.9% | +402.8% | -392.0% | -54.1% |
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