+40.9%
QLTA vs SPY
+636.7%
-595.8%
-22.3%
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% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.6% | +0.1% | -0.7% | -0.6% |
| 3M | -1.4% | +2.0% | -3.4% | -1.6% |
| 6M | -2.0% | +13.0% | -15.1% | -3.0% |
| YTD | -0.9% | +13.5% | -14.4% | -1.9% |
| 1Y | +0.5% | +20.0% | -19.5% | -1.0% |
| 3Y | +13.8% | +77.2% | -63.4% | +8.7% |
| 5Y | -2.7% | +81.9% | -84.6% | -7.6% |
| 10Y | +17.8% | +314.1% | -296.2% | +11.7% |
| All | +40.9% | +636.7% | -595.8% | +38.3% |
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