+41.1%
QFLR vs SPY
+61.1%
-20.0%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +1.3% | -0.4% | +1.7% | +1.5% |
| 30D | -0.4% | -1.4% | +1.0% | +0.6% |
| 3M | 0.0% | +3.7% | -3.7% | -2.4% |
| 6M | +2.5% | +13.0% | -10.5% | -5.6% |
| YTD | +3.1% | +12.4% | -9.3% | -4.6% |
| 1Y | +9.4% | +18.5% | -9.2% | -2.1% |
| All | +41.1% | +61.1% | -20.0% | +1.6% |
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