-98.4%
QTI vs SPY
+77.0%
-175.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +1.1% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -12.3% | -1.1% | -11.2% | -11.8% |
| 3M | -33.8% | +3.9% | -37.7% | -35.2% |
| 6M | -55.3% | +13.6% | -68.9% | -57.8% |
| YTD | -56.7% | +12.7% | -69.4% | -58.9% |
| 1Y | -92.7% | +17.5% | -110.2% | -93.4% |
| 3Y | -98.4% | +76.9% | -175.3% | -98.8% |
| All | -98.4% | +77.0% | -175.4% | -98.8% |
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