-0.1%
QBER vs SPY
+17.2%
-17.3%
-2.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.1% |
| 7D | +0.3% | -2.0% | +2.3% | 0.0% |
| 30D | +0.2% | -1.7% | +1.9% | 0.0% |
| 3M | -0.1% | +4.7% | -4.8% | +0.7% |
| 6M | -0.2% | +12.5% | -12.7% | +2.2% |
| YTD | -0.4% | +11.7% | -12.1% | +1.8% |
| 1Y | -0.1% | +17.5% | -17.6% | +3.0% |
| All | -0.1% | +17.2% | -17.3% | +3.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling