-22.0%
QID vs SITM
+47.5%
-69.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -9.4% | +7.5% | -4.0% |
| 7D | +9.8% | -19.5% | +29.3% | +4.7% |
| 30D | +18.9% | -43.2% | +62.1% | +5.8% |
| 3M | +9.6% | -30.8% | +40.4% | +3.4% |
| 6M | -7.8% | -28.6% | +20.8% | -10.2% |
| YTD | -23.3% | +14.2% | -37.5% | -17.6% |
| 1Y | -22.0% | +44.4% | -66.4% | -14.9% |
| All | -22.0% | +47.5% | -69.5% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling