-91.9%
QTTB vs SPY
+82.3%
-174.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.7% | +2.7% |
| 7D | -7.4% | -0.8% | -6.7% | -6.6% |
| 30D | -27.8% | -1.1% | -26.7% | -27.0% |
| 3M | -12.6% | +3.9% | -16.5% | -16.6% |
| 6M | +60.6% | +13.6% | +47.0% | +38.4% |
| YTD | +234.3% | +12.7% | +221.7% | +190.1% |
| 1Y | +490.4% | +17.5% | +472.9% | +388.0% |
| 3Y | -47.3% | +76.9% | -124.2% | -74.9% |
| All | -91.9% | +82.3% | -174.2% | -96.0% |
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