-99.7%
QID vs SFM
+44.5%
-144.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.1% | -3.8% |
| 7D | -1.1% | -7.1% | +5.9% | -2.5% |
| 30D | +14.4% | -21.4% | +35.8% | +9.3% |
| 3M | +6.7% | -40.1% | +46.8% | -4.3% |
| 6M | +2.6% | -38.0% | +40.6% | -6.9% |
| YTD | -24.2% | -36.5% | +12.3% | -30.5% |
| 1Y | -22.3% | -35.2% | +12.9% | -28.3% |
| 3Y | -72.0% | +23.5% | -95.5% | -67.9% |
| 5Y | -78.2% | +109.7% | -187.9% | -69.5% |
| 10Y | -99.1% | +132.6% | -231.6% | -98.5% |
| All | -99.7% | +44.5% | -144.2% | -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