+36.9%
QTOP vs SPY
+29.7%
+7.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.4% |
| 7D | -5.9% | -2.7% | -3.2% | -2.3% |
| 30D | -16.2% | -5.4% | -10.8% | -9.6% |
| 3M | -9.8% | -4.1% | -5.7% | -4.4% |
| 6M | -8.1% | +0.7% | -8.8% | -8.0% |
| YTD | +5.9% | +8.7% | -2.8% | -3.3% |
| 1Y | +6.3% | +10.9% | -4.5% | -5.1% |
| All | +36.9% | +29.7% | +7.2% | +3.4% |
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 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