-73.5%
QID vs SNY
-9.6%
-63.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +1.3% | -3.3% | +4.6% | +0.9% |
| 30D | +2.9% | -2.2% | +5.1% | +2.7% |
| 3M | -0.7% | -3.0% | +2.3% | -1.1% |
| 6M | -29.7% | +2.7% | -32.4% | -29.3% |
| YTD | -27.9% | -6.8% | -21.0% | -28.4% |
| 1Y | -34.6% | -5.3% | -29.3% | -34.8% |
| 3Y | -73.5% | -9.8% | -63.7% | -73.7% |
| All | -73.5% | -9.6% | -63.9% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling