-82.5%
QID vs S
-48.3%
-34.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.1% |
| 7D | -1.1% | +1.2% | -2.4% | +0.2% |
| 30D | +14.4% | -7.3% | +21.7% | +13.1% |
| 3M | +6.7% | +5.9% | +0.8% | +12.0% |
| 6M | +2.6% | +45.6% | -43.0% | +23.5% |
| YTD | -24.2% | +58.5% | -82.7% | -3.7% |
| 1Y | -22.3% | +37.6% | -59.9% | -6.1% |
| 3Y | -72.0% | +51.7% | -123.7% | -59.4% |
| 5Y | -78.2% | -67.5% | -10.7% | -72.8% |
| All | -82.5% | -48.3% | -34.2% | -76.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling