-98.1%
QTI vs SPY
+75.5%
-173.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.4% |
| 7D | +0.4% | +0.5% | -0.2% | +0.2% |
| 30D | +1.8% | -0.9% | +2.8% | +2.1% |
| 3M | -26.8% | +3.9% | -30.7% | -27.6% |
| 6M | -53.7% | +14.5% | -68.2% | -55.0% |
| YTD | -54.4% | +12.9% | -67.3% | -55.6% |
| 1Y | -92.6% | +19.4% | -112.0% | -93.0% |
| 3Y | -98.3% | +78.5% | -176.7% | -98.5% |
| All | -98.1% | +75.5% | -173.7% | -98.3% |
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