+74.9%
QLTY vs SPY
+69.4%
+5.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -0.9% | -2.7% | +1.8% | +1.5% |
| 30D | -1.2% | -5.4% | +4.2% | +3.7% |
| 3M | +0.8% | -4.1% | +4.9% | +4.6% |
| 6M | +7.0% | +0.7% | +6.3% | +6.2% |
| YTD | +12.8% | +8.7% | +4.1% | +4.5% |
| 1Y | +17.8% | +10.9% | +7.0% | +7.3% |
| All | +74.9% | +69.4% | +5.5% | +7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling