-96.7%
QID vs SITM
+4,789.7%
-4,886.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.5% | -7.3% | +0.1% |
| 7D | +1.3% | +3.9% | -2.6% | +2.7% |
| 30D | +2.9% | -6.6% | +9.5% | +1.3% |
| 3M | -0.7% | -11.9% | +11.1% | -0.4% |
| 6M | -29.7% | +81.1% | -110.8% | -5.1% |
| YTD | -27.9% | +80.0% | -107.8% | -1.2% |
| 1Y | -34.6% | +145.8% | -180.4% | +3.4% |
| 3Y | -73.5% | +475.9% | -549.4% | -25.8% |
| 5Y | -81.0% | +189.2% | -270.2% | -40.5% |
| All | -96.7% | +4,789.7% | -4,886.4% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling