0.0%
QBER vs SPY
+43.5%
-43.5%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | -0.1% |
| 7D | +0.1% | -0.4% | +0.4% | 0.0% |
| 30D | 0.0% | -1.4% | +1.4% | -0.3% |
| 3M | +0.1% | +3.7% | -3.7% | +0.9% |
| 6M | -0.3% | +13.0% | -13.3% | +2.7% |
| YTD | -0.6% | +12.4% | -12.9% | +2.3% |
| 1Y | 0.0% | +18.5% | -18.6% | +4.2% |
| All | 0.0% | +43.5% | -43.5% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling