-77.0%
QID vs SPY
+72.1%
-149.1%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +1.7% |
| 7D | -7.1% | +2.6% | -9.7% | -0.4% |
| 30D | +12.6% | -2.0% | +14.6% | +9.4% |
| 3M | +14.2% | -2.8% | +17.0% | +9.5% |
| 6M | +6.2% | +2.1% | +4.0% | +19.1% |
| YTD | -21.8% | +11.5% | -33.3% | +12.8% |
| 1Y | -23.1% | +13.5% | -36.6% | +16.7% |
| 3Y | -71.3% | +77.7% | -149.0% | +70.1% |
| All | -77.0% | +72.1% | -149.1% | +76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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