-94.1%
QBTZ vs SPY
+14.3%
-108.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -6.3% |
| 7D | -18.0% | -0.4% | -17.6% | -21.2% |
| 30D | +7.6% | -1.4% | +9.0% | -3.5% |
| 3M | -28.2% | +3.7% | -31.9% | +13.5% |
| 6M | -89.5% | +13.0% | -102.5% | -54.6% |
| YTD | -88.2% | +12.4% | -100.6% | -43.8% |
| All | -94.1% | +14.3% | -108.4% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling