-99.1%
QID vs SAN
+357.1%
-456.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.0% | -0.5% |
| 7D | +1.3% | +0.2% | +1.1% | +1.4% |
| 30D | +2.9% | +0.9% | +2.0% | +3.7% |
| 3M | -0.7% | +19.1% | -19.8% | +11.3% |
| 6M | -29.7% | +33.2% | -62.9% | -13.9% |
| YTD | -27.9% | +29.1% | -57.0% | -12.2% |
| 1Y | -34.6% | +50.2% | -84.8% | -12.3% |
| 3Y | -73.5% | +351.0% | -424.6% | -27.0% |
| 5Y | -81.0% | +394.7% | -475.7% | -35.2% |
| All | -99.1% | +357.1% | -456.2% | -96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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