+586.5%
SAP vs QID
-100.0%
+686.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -5.2% |
| 7D | -0.7% | +9.4% | -10.1% | +3.1% |
| 30D | +11.1% | +31.2% | -20.1% | +24.3% |
| 3M | +17.0% | +17.4% | -0.4% | +25.5% |
| 6M | +34.8% | +8.4% | +26.4% | +40.3% |
| YTD | -2.2% | -15.8% | +13.5% | -7.2% |
| 1Y | -6.4% | -16.3% | +9.9% | -11.1% |
| 3Y | +75.1% | -70.4% | +145.5% | +18.3% |
| 5Y | +69.8% | -74.8% | +144.6% | +25.5% |
| 10Y | +219.8% | -99.0% | +318.8% | -23.9% |
| All | +586.5% | -100.0% | +686.5% | -53.5% |
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