+0.4%
QBER vs SPY
+42.4%
-42.0%
-5.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.4% |
| 7D | -0.7% | +2.6% | -3.3% | -0.1% |
| 30D | +0.5% | -2.0% | +2.4% | +0.1% |
| 3M | +0.5% | -2.8% | +3.3% | 0.0% |
| 6M | +0.6% | +2.1% | -1.6% | +1.2% |
| YTD | -0.1% | +11.5% | -11.6% | +2.7% |
| 1Y | +0.4% | +13.5% | -13.1% | +3.6% |
| All | +0.4% | +42.4% | -42.0% | +13.6% |
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