-85.7%
QTRX vs SPY
+228.6%
-314.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.6% | -5.1% | -4.7% |
| 7D | -3.1% | -2.0% | -1.1% | 0.0% |
| 30D | -4.8% | -1.7% | -3.1% | -2.3% |
| 3M | -18.6% | +4.7% | -23.3% | -24.0% |
| 6M | -50.2% | +12.5% | -62.7% | -58.1% |
| YTD | -60.7% | +11.7% | -72.4% | -66.4% |
| 1Y | -42.3% | +17.5% | -59.7% | -54.1% |
| 3Y | -89.8% | +76.6% | -166.4% | -95.4% |
| 5Y | -94.8% | +82.0% | -176.8% | -97.6% |
| All | -85.7% | +228.6% | -314.3% | -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