+622.3%
QTTB vs SPY
+20.8%
+601.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.4% |
| 7D | -20.2% | +0.1% | -20.3% | -20.2% |
| 30D | -27.3% | +0.1% | -27.3% | -27.2% |
| 3M | -14.4% | +2.0% | -16.3% | -13.6% |
| 6M | +153.5% | +13.0% | +140.5% | +145.7% |
| YTD | +261.1% | +13.5% | +247.6% | +246.4% |
| 1Y | +622.3% | +20.0% | +602.3% | +521.4% |
| All | +622.3% | +20.8% | +601.4% | +521.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling