-34.1%
QID vs SAN
+49.3%
-83.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.1% |
| 7D | +2.7% | -2.8% | +5.5% | +0.9% |
| 30D | +3.3% | -0.5% | +3.9% | +3.1% |
| 3M | -5.5% | +22.7% | -28.3% | +8.7% |
| 6M | -28.4% | +28.8% | -57.2% | -13.4% |
| YTD | -26.6% | +26.3% | -52.8% | -10.3% |
| 1Y | -34.1% | +48.8% | -83.0% | -10.1% |
| All | -34.1% | +49.3% | -83.4% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling