-81.0%
QID vs SONY
+9.6%
-90.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -0.5% |
| 7D | +1.3% | -2.7% | +4.0% | -0.8% |
| 30D | +2.9% | +1.5% | +1.4% | +4.3% |
| 3M | -0.7% | +13.0% | -13.7% | +9.0% |
| 6M | -29.7% | +11.2% | -40.9% | -22.6% |
| YTD | -27.9% | -6.6% | -21.2% | -31.8% |
| 1Y | -34.6% | -18.1% | -16.4% | -44.4% |
| 3Y | -73.5% | +42.1% | -115.6% | -57.2% |
| All | -81.0% | +9.6% | -90.7% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling