-39.2%
QBY vs SPY
+13.5%
-52.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.8% |
| 7D | +1.0% | -0.8% | +1.8% | +1.8% |
| 30D | -7.1% | -1.1% | -6.0% | -6.0% |
| 3M | -13.4% | +3.9% | -17.3% | -17.2% |
| 6M | -19.7% | +13.6% | -33.3% | -30.9% |
| YTD | -37.5% | +12.7% | -50.2% | -45.1% |
| All | -39.2% | +13.5% | -52.8% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling