+62.5%
QTJL vs SPY
+89.1%
-26.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.3% |
| 7D | -1.4% | -2.0% | +0.6% | +0.7% |
| 30D | -0.4% | -1.7% | +1.2% | +1.4% |
| 3M | -0.8% | +4.7% | -5.6% | -5.8% |
| 6M | +5.6% | +12.5% | -6.9% | -7.5% |
| YTD | +6.0% | +11.7% | -5.7% | -6.6% |
| 1Y | +11.2% | +17.5% | -6.3% | -7.5% |
| 3Y | +63.8% | +76.6% | -12.8% | -13.7% |
| 5Y | +55.4% | +82.0% | -26.6% | -19.8% |
| All | +62.5% | +89.1% | -26.6% | -18.4% |
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 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