+56.8%
SAP vs QID
-80.7%
+137.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.6% |
| 7D | -0.3% | -2.7% | +2.5% | -1.1% |
| 30D | +2.6% | +1.8% | +0.8% | +3.3% |
| 3M | +16.3% | -2.2% | +18.4% | +15.8% |
| 6M | +6.4% | -32.1% | +38.5% | -6.4% |
| YTD | -11.4% | -28.6% | +17.2% | -20.2% |
| 1Y | -20.4% | -36.3% | +15.9% | -30.7% |
| 3Y | +56.5% | -74.4% | +130.9% | +6.3% |
| 5Y | +56.8% | -80.8% | +137.6% | +7.0% |
| All | +56.8% | -80.7% | +137.5% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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