+113.1%
QTWO vs SPY
+322.5%
-209.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | -0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.0% |
| 30D | -2.7% | -1.1% | -1.6% | -1.2% |
| 3M | +40.6% | +3.9% | +36.7% | +32.8% |
| 6M | +20.5% | +13.6% | +6.9% | -0.5% |
| YTD | -15.6% | +12.7% | -28.3% | -29.5% |
| 1Y | -26.4% | +17.5% | -43.9% | -42.3% |
| 3Y | +80.7% | +76.9% | +3.8% | -17.9% |
| 5Y | -29.5% | +83.6% | -113.1% | -67.9% |
| All | +113.1% | +322.5% | -209.3% | -65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling