-100.0%
QID vs SIRI
-12.4%
-87.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.3% |
| 7D | -1.9% | -3.9% | +2.0% | -2.9% |
| 30D | +1.7% | -0.8% | +2.5% | +1.6% |
| 3M | -3.9% | +4.3% | -8.2% | -2.7% |
| 6M | -30.0% | +34.1% | -64.0% | -23.7% |
| YTD | -28.2% | +47.3% | -75.5% | -19.7% |
| 1Y | -35.6% | +22.9% | -58.6% | -31.0% |
| 3Y | -74.3% | -24.6% | -49.7% | -73.5% |
| 5Y | -80.8% | -43.2% | -37.6% | -80.5% |
| 10Y | -99.2% | -12.3% | -86.9% | -98.9% |
| All | -100.0% | -12.4% | -87.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling