-72.3%
QID vs S
+49.1%
-121.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +8.0% | -14.9% | -3.9% |
| 7D | -0.8% | +1.6% | -2.3% | +0.6% |
| 30D | +20.1% | -10.5% | +30.5% | +17.4% |
| 3M | +11.8% | +9.9% | +1.9% | +18.6% |
| 6M | +5.5% | +41.8% | -36.2% | +24.9% |
| YTD | -21.5% | +56.8% | -78.3% | -1.5% |
| 1Y | -22.6% | +39.0% | -61.6% | -7.0% |
| 3Y | -72.3% | +53.8% | -126.1% | -67.5% |
| All | -72.3% | +49.1% | -121.4% | -67.5% |
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 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