-100.0%
QID vs SNY
+100.0%
-200.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.7% |
| 7D | +1.3% | -3.3% | +4.6% | -1.4% |
| 30D | +2.9% | -2.2% | +5.1% | +1.2% |
| 3M | -0.7% | -3.0% | +2.3% | -3.5% |
| 6M | -29.7% | +2.7% | -32.4% | -28.2% |
| YTD | -27.9% | -6.8% | -21.0% | -31.7% |
| 1Y | -34.6% | -5.3% | -29.3% | -37.0% |
| 3Y | -73.5% | -9.8% | -63.7% | -74.9% |
| 5Y | -81.0% | +9.7% | -90.7% | -77.1% |
| 10Y | -99.2% | +64.5% | -163.7% | -98.1% |
| All | -100.0% | +100.0% | -200.0% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling