+15.4%
QAT vs SPY
+392.6%
-377.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.0% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +12.1% | -3.3% | +15.5% | +13.6% |
| 3M | +0.8% | -2.4% | +3.3% | +1.7% |
| 6M | -3.3% | +2.6% | -5.8% | -4.3% |
| YTD | -1.4% | +11.2% | -12.7% | -5.6% |
| 1Y | -3.3% | +13.4% | -16.7% | -8.1% |
| 3Y | +19.8% | +79.9% | -60.1% | -5.7% |
| 5Y | +5.0% | +72.2% | -67.2% | -16.8% |
| 10Y | +43.4% | +307.3% | -264.0% | -28.1% |
| All | +15.4% | +392.6% | -377.3% | -51.9% |
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