-96.7%
QID vs SITM
+4,437.5%
-4,534.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | 0.0% |
| 7D | -1.9% | +3.7% | -5.6% | -0.6% |
| 30D | +1.7% | -14.5% | +16.2% | -2.9% |
| 3M | -3.9% | -10.6% | +6.7% | -2.9% |
| 6M | -30.0% | +65.5% | -95.5% | -8.4% |
| YTD | -28.2% | +67.0% | -95.2% | -4.2% |
| 1Y | -35.6% | +138.6% | -174.3% | +0.7% |
| 3Y | -74.3% | +421.8% | -496.1% | -30.3% |
| 5Y | -80.8% | +172.4% | -253.2% | -41.2% |
| All | -96.7% | +4,437.5% | -4,534.2% | -75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling