-80.8%
QID vs SM
+119.2%
-200.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.6% |
| 7D | -1.9% | -0.2% | -1.7% | -2.0% |
| 30D | +1.7% | +20.3% | -18.6% | +6.5% |
| 3M | -3.9% | +22.9% | -26.8% | +1.0% |
| 6M | -30.0% | +47.8% | -77.8% | -22.1% |
| YTD | -28.2% | +107.5% | -135.7% | -10.9% |
| 1Y | -35.6% | +51.7% | -87.4% | -27.2% |
| 3Y | -74.3% | -0.9% | -73.4% | -71.1% |
| 5Y | -80.8% | +112.2% | -193.1% | -71.5% |
| All | -80.8% | +119.2% | -200.0% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling