-22.0%
QID vs SONY
-6.4%
-15.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -1.5% |
| 7D | +9.8% | +2.9% | +6.9% | +10.3% |
| 30D | +18.9% | +10.2% | +8.7% | +21.1% |
| 3M | +9.6% | +16.1% | -6.5% | +13.2% |
| 6M | -7.8% | +32.1% | -39.9% | +0.7% |
| YTD | -23.3% | +1.4% | -24.7% | -23.4% |
| 1Y | -22.0% | -7.0% | -15.0% | -25.1% |
| All | -22.0% | -6.4% | -15.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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