-41.0%
QTEX vs SPY
+76.5%
-117.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.5% | -5.7% | -5.4% |
| 7D | +1.2% | -0.4% | +1.6% | +1.8% |
| 30D | -20.6% | -1.4% | -19.2% | -18.3% |
| 3M | -48.4% | +3.7% | -52.1% | -49.8% |
| 6M | +44.2% | +13.0% | +31.2% | +30.6% |
| YTD | -8.2% | +12.4% | -20.6% | -16.3% |
| 1Y | -33.9% | +18.5% | -52.5% | -42.4% |
| All | -41.0% | +76.5% | -117.5% | -57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling