-73.0%
QID vs SPXS
-79.1%
+6.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.4% | +0.7% |
| 7D | +2.7% | +6.4% | -3.6% | -2.6% |
| 30D | +3.3% | +6.0% | -2.7% | -1.8% |
| 3M | -5.5% | -11.6% | +6.1% | +5.6% |
| 6M | -28.4% | -28.7% | +0.3% | -4.3% |
| YTD | -26.6% | -26.3% | -0.3% | -4.7% |
| 1Y | -34.1% | -34.9% | +0.8% | -5.1% |
| All | -73.0% | -79.1% | +6.1% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling