+235.5%
QVMT vs SPY
+351.7%
-116.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | +1.0% | -0.4% | +1.4% | +1.3% |
| 30D | +1.1% | -1.4% | +2.5% | +2.4% |
| 3M | +0.4% | +3.7% | -3.3% | -2.8% |
| 6M | +10.1% | +13.0% | -2.9% | -1.5% |
| YTD | +17.1% | +12.4% | +4.7% | +5.2% |
| 1Y | +24.6% | +18.5% | +6.1% | +6.4% |
| 3Y | +74.0% | +77.6% | -3.6% | 0.0% |
| 5Y | +80.0% | +81.7% | -1.7% | +0.4% |
| 10Y | +228.5% | +319.7% | -91.2% | +0.7% |
| All | +235.5% | +351.7% | -116.2% | +2.6% |
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