-94.5%
QTRX vs SPY
+82.3%
-176.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +0.8% |
| 7D | -4.8% | -0.8% | -4.1% | -3.4% |
| 30D | -12.6% | -1.1% | -11.6% | -10.9% |
| 3M | -15.5% | +3.9% | -19.4% | -21.0% |
| 6M | -48.9% | +13.6% | -62.5% | -59.4% |
| YTD | -59.7% | +12.7% | -72.4% | -67.2% |
| 1Y | -46.6% | +17.5% | -64.1% | -59.7% |
| 3Y | -89.5% | +76.9% | -166.4% | -96.2% |
| All | -94.5% | +82.3% | -176.7% | -98.0% |
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