-39.8%
QBY vs SPY
+14.4%
-54.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -7.9% | +0.1% | -8.0% | -8.0% |
| 3M | -16.8% | +2.0% | -18.8% | -18.4% |
| 6M | -17.9% | +13.0% | -30.9% | -28.4% |
| YTD | -38.2% | +13.5% | -51.7% | -46.1% |
| All | -39.8% | +14.4% | -54.2% | -48.1% |
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