-81.0%
QID vs SIRI
-41.5%
-39.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.5% |
| 7D | +1.3% | +0.6% | +0.7% | +1.4% |
| 30D | +2.9% | +2.5% | +0.4% | +3.7% |
| 3M | -0.7% | +6.6% | -7.3% | +1.2% |
| 6M | -29.7% | +32.9% | -62.6% | -23.6% |
| YTD | -27.9% | +50.5% | -78.3% | -18.9% |
| 1Y | -34.6% | +28.0% | -62.5% | -29.2% |
| 3Y | -73.5% | -22.4% | -51.1% | -72.2% |
| All | -81.0% | -41.5% | -39.5% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 5y: compounded portfolio wealth divided by compounded SIRI 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…
5y analysis · Full analysis span regression · 6 months rolling