-22.0%
QID vs S
+36.5%
-58.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -1.5% |
| 7D | +9.8% | -8.2% | +18.0% | +7.9% |
| 30D | +18.9% | -7.6% | +26.5% | +17.7% |
| 3M | +9.6% | +12.0% | -2.4% | +13.2% |
| 6M | -7.8% | +50.6% | -58.4% | +2.9% |
| YTD | -23.3% | +56.6% | -79.9% | -12.2% |
| 1Y | -22.0% | +39.2% | -61.3% | -11.5% |
| All | -22.0% | +36.5% | -58.5% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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