-22.0%
QID vs SM
+78.0%
-100.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.6% | -0.3% |
| 7D | -11.8% | +10.6% | -22.4% | -13.3% |
| 30D | +14.2% | -15.0% | +29.2% | +17.4% |
| 3M | +8.8% | +1.7% | +7.1% | +7.8% |
| 6M | +1.5% | +5.9% | -4.4% | -1.4% |
| YTD | -23.8% | +79.0% | -102.8% | -26.2% |
| 1Y | -22.0% | +84.7% | -106.7% | -24.4% |
| All | -22.0% | +78.0% | -100.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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