-100.0%
QID vs SM
+6.1%
-106.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -0.9% |
| 7D | -0.6% | +0.1% | -0.7% | -0.6% |
| 30D | 0.0% | +26.3% | -26.3% | +5.5% |
| 3M | +3.7% | +8.7% | -5.0% | +5.9% |
| 6M | -29.9% | +51.7% | -81.5% | -22.6% |
| YTD | -28.8% | +99.0% | -127.8% | -15.9% |
| 1Y | -37.2% | +34.6% | -71.8% | -31.8% |
| 3Y | -73.7% | -7.8% | -66.0% | -71.6% |
| 5Y | -80.7% | +104.8% | -185.5% | -72.4% |
| 10Y | -99.1% | +7.2% | -106.4% | -98.2% |
| All | -100.0% | +6.1% | -106.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling