+120.4%
QINT vs SPY
+200.4%
-80.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +1.3% | +0.1% | +1.2% | +1.2% |
| 3M | +4.6% | +2.0% | +2.6% | +3.0% |
| 6M | +8.8% | +13.0% | -4.2% | -0.8% |
| YTD | +15.4% | +13.5% | +1.8% | +4.8% |
| 1Y | +25.1% | +20.0% | +5.1% | +9.0% |
| 3Y | +80.8% | +77.2% | +3.7% | +15.9% |
| 5Y | +58.5% | +81.9% | -23.4% | -1.1% |
| All | +120.4% | +200.4% | -80.0% | -5.4% |
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