-74.4%
QID vs S
+13.8%
-88.2%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.5% | -0.6% |
| 7D | -2.7% | -5.8% | +3.1% | -4.9% |
| 30D | +1.8% | -9.2% | +11.0% | -1.1% |
| 3M | -2.2% | +23.4% | -25.5% | +7.9% |
| 6M | -32.1% | +36.9% | -69.1% | -20.6% |
| YTD | -28.6% | +29.5% | -58.1% | -17.7% |
| 1Y | -36.3% | +5.4% | -41.7% | -31.9% |
| 3Y | -74.4% | +14.7% | -89.1% | -67.2% |
| All | -74.4% | +13.8% | -88.2% | -67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling