-100.0%
QID vs SAN
+226.0%
-325.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.9% |
| 7D | -0.6% | +1.8% | -2.4% | +0.5% |
| 30D | 0.0% | +2.0% | -2.0% | +1.4% |
| 3M | +3.7% | +19.7% | -16.0% | +18.2% |
| 6M | -29.9% | +30.6% | -60.5% | -13.9% |
| YTD | -28.8% | +28.8% | -57.6% | -12.3% |
| 1Y | -37.2% | +57.8% | -94.9% | -11.3% |
| 3Y | -73.7% | +338.1% | -411.8% | -22.9% |
| 5Y | -80.7% | +384.2% | -465.0% | -29.6% |
| 10Y | -99.1% | +353.2% | -452.3% | -95.8% |
| All | -100.0% | +226.0% | -325.9% | -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