-73.7%
QID vs SFM
+83.0%
-156.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | -0.1% |
| 7D | -1.9% | -7.2% | +5.2% | -3.0% |
| 30D | +1.7% | -14.3% | +16.0% | -0.5% |
| 3M | -3.9% | -13.7% | +9.8% | -5.7% |
| 6M | -30.0% | -6.0% | -24.0% | -30.0% |
| YTD | -28.2% | -8.2% | -20.0% | -28.7% |
| 1Y | -35.6% | -46.2% | +10.6% | -44.6% |
| All | -73.7% | +83.0% | -156.6% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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