+42.3%
QTOP vs SPY
+33.1%
+9.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | +4.0% | +2.6% | +1.4% | +0.6% |
| 30D | -8.7% | -2.0% | -6.8% | -6.0% |
| 3M | -7.8% | -2.8% | -5.0% | -4.0% |
| 6M | -7.7% | +2.1% | -9.9% | -9.5% |
| YTD | +10.1% | +11.5% | -1.4% | -2.7% |
| 1Y | +10.8% | +13.5% | -2.6% | -4.1% |
| All | +42.3% | +33.1% | +9.2% | +4.0% |
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