+532.6%
SAP vs QID
-100.0%
+632.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.0% |
| 7D | -2.9% | -0.6% | -2.3% | -3.1% |
| 30D | +9.0% | 0.0% | +9.0% | +9.2% |
| 3M | +14.9% | +3.7% | +11.2% | +17.3% |
| 6M | +11.9% | -29.9% | +41.7% | -2.2% |
| YTD | -9.9% | -28.8% | +18.9% | -20.3% |
| 1Y | -19.5% | -37.2% | +17.6% | -31.9% |
| 3Y | +61.8% | -73.7% | +135.5% | +4.6% |
| 5Y | +56.2% | -80.7% | +136.9% | +3.4% |
| 10Y | +180.6% | -99.1% | +279.7% | -36.2% |
| All | +532.6% | -100.0% | +632.6% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling