-40.7%
QBY vs SPY
+14.4%
-55.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.1% |
| 7D | -3.1% | +0.1% | -3.2% | -3.2% |
| 30D | -9.2% | +0.1% | -9.3% | -9.3% |
| 3M | -18.0% | +2.0% | -19.9% | -19.6% |
| 6M | -19.1% | +13.0% | -32.1% | -29.4% |
| YTD | -39.0% | +13.5% | -52.6% | -46.9% |
| All | -40.7% | +14.4% | -55.1% | -48.8% |
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