-82.4%
QTEX vs SPY
+88.4%
-170.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.5% |
| 7D | 0.0% | +0.1% | -0.1% | -0.1% |
| 30D | -22.8% | +0.1% | -22.8% | -22.4% |
| 3M | -55.4% | +2.0% | -57.4% | -55.3% |
| 6M | +35.8% | +13.0% | +22.8% | +21.8% |
| YTD | -7.3% | +13.5% | -20.9% | -17.1% |
| 1Y | -26.2% | +20.0% | -46.2% | -37.9% |
| 3Y | -41.7% | +77.2% | -118.9% | -69.0% |
| 5Y | -76.2% | +81.9% | -158.1% | -87.6% |
| All | -82.4% | +88.4% | -170.8% | -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 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