-96.5%
QTTB vs SPY
+233.3%
-329.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.9% |
| 7D | -18.6% | +0.5% | -19.1% | -19.1% |
| 30D | -25.1% | -0.9% | -24.1% | -24.3% |
| 3M | -2.8% | +3.9% | -6.7% | -7.8% |
| 6M | +148.7% | +14.5% | +134.2% | +110.8% |
| YTD | +252.1% | +12.9% | +239.2% | +202.5% |
| 1Y | +568.0% | +19.4% | +548.6% | +438.2% |
| 3Y | -44.0% | +78.5% | -122.5% | -73.4% |
| 5Y | -91.2% | +81.8% | -173.0% | -95.8% |
| All | -96.5% | +233.3% | -329.8% | -99.1% |
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