+10.1%
QLTI vs SPY
+34.8%
-24.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.9% |
| 7D | -0.5% | +0.5% | -1.0% | -0.9% |
| 30D | -3.3% | -0.9% | -2.3% | -2.7% |
| 3M | +4.1% | +3.9% | +0.2% | +1.5% |
| 6M | +3.5% | +14.5% | -11.0% | -5.2% |
| YTD | +2.4% | +12.9% | -10.5% | -5.4% |
| 1Y | +7.6% | +19.4% | -11.8% | -3.8% |
| All | +10.1% | +34.8% | -24.7% | -8.9% |
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