-58.0%
QID vs SARO
-22.5%
-35.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -0.9% |
| 7D | +1.3% | -3.1% | +4.4% | -0.4% |
| 30D | +2.9% | -12.2% | +15.2% | -3.9% |
| 3M | -0.7% | -7.4% | +6.6% | -3.6% |
| 6M | -29.7% | -15.3% | -14.4% | -34.1% |
| YTD | -27.9% | -16.2% | -11.7% | -32.3% |
| 1Y | -34.6% | -12.1% | -22.5% | -35.7% |
| All | -58.0% | -22.5% | -35.5% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 10y: compounded portfolio wealth divided by compounded SARO 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…
10y analysis · Full analysis span regression · 6 months rolling