-100.0%
QID vs SAN
+177.6%
-277.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.8% |
| 7D | +1.8% | +10.8% | -9.0% | +9.0% |
| 30D | +21.6% | -5.7% | +27.4% | +18.0% |
| 3M | +12.6% | -13.4% | +26.1% | +4.0% |
| 6M | +6.9% | +3.5% | +3.4% | +12.6% |
| YTD | -20.5% | +9.7% | -30.3% | -10.6% |
| 1Y | -18.1% | +20.9% | -39.0% | -1.7% |
| 3Y | -70.7% | +254.3% | -325.0% | -24.5% |
| 5Y | -77.2% | +304.2% | -381.5% | -25.5% |
| 10Y | -99.0% | +260.2% | -359.3% | -96.0% |
| All | -100.0% | +177.6% | -277.6% | -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