+1,629.0%
QTEC vs SPY
+739.1%
+889.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.9% |
| 7D | -1.3% | -2.0% | +0.7% | +1.0% |
| 30D | -3.0% | -1.7% | -1.4% | -1.1% |
| 3M | +2.4% | +4.7% | -2.4% | -2.4% |
| 6M | +36.1% | +12.5% | +23.6% | +20.1% |
| YTD | +32.9% | +11.7% | +21.2% | +18.5% |
| 1Y | +41.8% | +17.5% | +24.3% | +19.8% |
| 3Y | +102.2% | +76.6% | +25.7% | +10.8% |
| 5Y | +83.9% | +82.0% | +1.9% | +1.3% |
| 10Y | +556.2% | +317.1% | +239.1% | +59.5% |
| All | +1,629.0% | +739.1% | +889.9% | +107.7% |
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