-73.7%
QID vs SAN
+343.8%
-417.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -0.2% |
| 7D | -1.9% | -0.5% | -1.5% | -2.2% |
| 30D | +1.7% | -0.1% | +1.8% | +1.8% |
| 3M | -3.9% | +19.6% | -23.5% | +8.0% |
| 6M | -30.0% | +32.7% | -62.7% | -15.1% |
| YTD | -28.2% | +26.7% | -54.9% | -14.0% |
| 1Y | -35.6% | +51.6% | -87.3% | -14.2% |
| All | -73.7% | +343.8% | -417.5% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling