-85.3%
QTRX vs SPY
+231.4%
-316.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +1.1% |
| 7D | -4.8% | -0.8% | -4.1% | -3.6% |
| 30D | -12.6% | -1.1% | -11.6% | -11.2% |
| 3M | -15.5% | +3.9% | -19.4% | -20.0% |
| 6M | -48.9% | +13.6% | -62.5% | -57.7% |
| YTD | -59.7% | +12.7% | -72.4% | -66.0% |
| 1Y | -46.6% | +17.5% | -64.1% | -57.5% |
| 3Y | -89.5% | +76.9% | -166.4% | -95.3% |
| 5Y | -94.7% | +83.6% | -178.2% | -97.6% |
| All | -85.3% | +231.4% | -316.7% | -95.8% |
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