-73.7%
QTEX vs SPY
+85.0%
-158.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.6% |
| 7D | +21.4% | +2.6% | +18.8% | +16.6% |
| 30D | -14.4% | -2.0% | -12.4% | -11.7% |
| 3M | +25.0% | -2.8% | +27.8% | +32.5% |
| 6M | +208.6% | +2.1% | +206.5% | +216.3% |
| YTD | +38.9% | +11.5% | +27.4% | +29.1% |
| 1Y | +31.6% | +13.5% | +18.1% | +19.9% |
| 3Y | +1.5% | +77.7% | -76.2% | -45.5% |
| 5Y | -66.5% | +72.6% | -139.1% | -80.6% |
| All | -73.7% | +85.0% | -158.7% | -85.2% |
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