-48.8%
SE vs QID
-21.1%
-27.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.3% | +3.8% |
| 7D | +6.7% | +9.8% | -3.1% | +10.3% |
| 30D | -17.2% | +18.9% | -36.1% | -11.7% |
| 3M | -28.0% | +9.6% | -37.6% | -25.3% |
| 6M | -6.1% | -7.8% | +1.7% | -10.6% |
| YTD | -37.1% | -23.3% | -13.8% | -45.7% |
| 1Y | -48.8% | -22.0% | -26.7% | -54.8% |
| All | -48.8% | -21.1% | -27.7% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling