-34.6%
QID vs SONY
-16.9%
-17.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.4% |
| 7D | +1.3% | -2.7% | +4.0% | +0.6% |
| 30D | +2.9% | +1.5% | +1.4% | +3.5% |
| 3M | -0.7% | +13.0% | -13.7% | +2.9% |
| 6M | -29.7% | +11.2% | -40.9% | -26.3% |
| YTD | -27.9% | -6.6% | -21.2% | -30.0% |
| 1Y | -34.6% | -18.1% | -16.4% | -40.9% |
| All | -34.6% | -16.9% | -17.6% | -40.9% |
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