-100.0%
QID vs SONY
+225.9%
-325.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | -2.6% |
| 7D | -2.7% | -5.2% | +2.4% | -6.2% |
| 30D | +1.8% | +0.3% | +1.5% | +2.0% |
| 3M | -2.2% | +6.2% | -8.4% | +2.0% |
| 6M | -32.1% | +9.5% | -41.7% | -26.8% |
| YTD | -28.6% | -8.1% | -20.5% | -31.8% |
| 1Y | -36.3% | -17.9% | -18.4% | -43.3% |
| 3Y | -74.4% | +41.5% | -115.9% | -62.8% |
| 5Y | -80.8% | +11.8% | -92.6% | -72.2% |
| 10Y | -99.1% | +275.4% | -374.5% | -96.3% |
| All | -100.0% | +225.9% | -325.9% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling