-83.4%
QID vs S
-57.7%
-25.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.9% | -1.2% | -0.7% | -2.4% |
| 30D | +1.7% | -12.6% | +14.3% | -2.7% |
| 3M | -3.9% | +27.6% | -31.5% | +7.3% |
| 6M | -30.0% | +35.5% | -65.5% | -18.6% |
| YTD | -28.2% | +29.6% | -57.8% | -17.3% |
| 1Y | -35.6% | +8.1% | -43.8% | -30.1% |
| 3Y | -74.3% | +14.8% | -89.0% | -66.8% |
| 5Y | -80.8% | -70.6% | -10.3% | -77.6% |
| All | -83.4% | -57.7% | -25.7% | -79.8% |
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