-100.0%
QID vs SUI
+1,031.9%
-1,131.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.6% |
| 7D | -0.6% | -2.8% | +2.2% | -2.6% |
| 30D | 0.0% | -1.2% | +1.2% | -0.8% |
| 3M | +3.7% | -1.7% | +5.5% | +1.6% |
| 6M | -29.9% | -10.5% | -19.4% | -35.5% |
| YTD | -28.8% | -1.8% | -26.9% | -30.0% |
| 1Y | -37.2% | -4.1% | -33.1% | -39.3% |
| 3Y | -73.7% | +11.3% | -85.0% | -70.5% |
| 5Y | -80.7% | -32.1% | -48.6% | -83.1% |
| 10Y | -99.1% | +110.4% | -209.6% | -97.9% |
| All | -100.0% | +1,031.9% | -1,131.9% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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