-99.7%
QID vs SFM
+132.6%
-232.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | +0.3% |
| 7D | -0.6% | -0.1% | -0.6% | -0.6% |
| 30D | 0.0% | -4.4% | +4.4% | -1.0% |
| 3M | +3.7% | +1.5% | +2.2% | +4.5% |
| 6M | -29.9% | +6.5% | -36.3% | -28.2% |
| YTD | -28.8% | +2.2% | -30.9% | -27.8% |
| 1Y | -37.2% | -41.9% | +4.7% | -44.5% |
| 3Y | -73.7% | +106.8% | -180.5% | -66.2% |
| 5Y | -80.7% | +231.6% | -312.3% | -70.4% |
| 10Y | -99.1% | +258.4% | -357.6% | -98.5% |
| All | -99.7% | +132.6% | -232.3% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling