-100.0%
QID vs SAN
+168.1%
-268.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | -1.2% |
| 7D | -11.8% | +1.0% | -12.8% | -11.0% |
| 30D | +14.2% | -9.4% | +23.6% | +8.1% |
| 3M | +8.8% | -17.1% | +25.9% | -2.2% |
| 6M | +1.5% | +2.2% | -0.7% | +6.0% |
| YTD | -23.8% | +6.0% | -29.8% | -16.1% |
| 1Y | -22.0% | +12.7% | -34.7% | -10.5% |
| 3Y | -71.9% | +242.1% | -314.0% | -29.2% |
| 5Y | -77.6% | +293.6% | -371.2% | -27.7% |
| 10Y | -99.1% | +266.1% | -365.2% | -96.1% |
| All | -100.0% | +168.1% | -268.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling