-82.8%
QTEX vs SPY
+85.4%
-168.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.1% |
| 7D | 0.0% | -2.0% | +2.0% | +2.9% |
| 30D | -17.9% | -1.7% | -16.2% | -15.4% |
| 3M | -42.6% | +4.7% | -47.3% | -44.9% |
| 6M | +43.8% | +12.5% | +31.3% | +30.3% |
| YTD | -9.1% | +11.7% | -20.8% | -16.8% |
| 1Y | -34.6% | +17.5% | -52.0% | -43.3% |
| 3Y | -42.0% | +76.6% | -118.5% | -69.0% |
| 5Y | -74.2% | +82.0% | -156.2% | -86.1% |
| All | -82.8% | +85.4% | -168.2% | -90.5% |
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