+52.7%
QTOP vs SPY
+34.8%
+17.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +1.0% |
| 7D | +2.2% | +0.5% | +1.7% | +1.5% |
| 30D | -0.3% | -0.9% | +0.6% | +0.9% |
| 3M | +0.5% | +3.9% | -3.4% | -4.0% |
| 6M | +21.9% | +14.5% | +7.4% | +3.7% |
| YTD | +18.1% | +12.9% | +5.2% | +2.3% |
| 1Y | +26.0% | +19.4% | +6.7% | +2.3% |
| All | +52.7% | +34.8% | +17.9% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling