-83.5%
QID vs S
-56.8%
-26.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.2% |
| 7D | -0.6% | -7.7% | +7.1% | -3.5% |
| 30D | 0.0% | -5.3% | +5.3% | -1.4% |
| 3M | +3.7% | +20.3% | -16.5% | +13.3% |
| 6M | -29.9% | +47.4% | -77.2% | -15.7% |
| YTD | -28.8% | +32.5% | -61.3% | -17.2% |
| 1Y | -37.2% | +9.5% | -46.7% | -31.4% |
| 3Y | -73.7% | +15.5% | -89.2% | -65.9% |
| 5Y | -80.7% | -71.2% | -9.5% | -77.5% |
| All | -83.5% | -56.8% | -26.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling