-98.2%
QTI vs SPY
+73.7%
-171.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.6% |
| 7D | -5.5% | -2.0% | -3.5% | -5.0% |
| 30D | -10.0% | -1.7% | -8.4% | -9.7% |
| 3M | -32.1% | +4.7% | -36.9% | -32.9% |
| 6M | -56.0% | +12.5% | -68.5% | -57.1% |
| YTD | -57.4% | +11.7% | -69.1% | -58.3% |
| 1Y | -93.1% | +17.5% | -110.5% | -93.4% |
| 3Y | -98.4% | +76.6% | -175.0% | -98.6% |
| All | -98.2% | +73.7% | -171.9% | -98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling