-84.1%
QBTZ vs SPY
+14.6%
-98.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | +13.7% |
| 7D | +23.2% | -0.7% | +23.9% | +16.9% |
| 30D | +93.3% | -1.0% | +94.4% | +84.5% |
| 3M | +157.1% | -0.3% | +157.4% | +168.3% |
| 6M | -51.1% | +7.3% | -58.5% | +25.8% |
| YTD | -74.7% | +13.3% | -88.0% | +37.0% |
| 1Y | -84.1% | +14.8% | -98.9% | +11.9% |
| All | -84.1% | +14.6% | -98.8% | +11.9% |
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 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