+568.6%
SE vs QID
-98.5%
+667.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -3.8% |
| 7D | -3.6% | -1.9% | -1.7% | -4.8% |
| 30D | -5.3% | +1.7% | -7.0% | -4.2% |
| 3M | +28.1% | -3.9% | +32.0% | +26.2% |
| 6M | +20.7% | -30.0% | +50.6% | -2.0% |
| YTD | -14.8% | -28.2% | +13.4% | -29.0% |
| 1Y | -43.6% | -35.6% | -7.9% | -55.6% |
| 3Y | +184.2% | -74.3% | +258.5% | +40.5% |
| 5Y | -66.3% | -80.8% | +14.5% | -80.4% |
| All | +568.6% | -98.5% | +667.1% | +58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling