+355.0%
SE vs QID
-98.4%
+453.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +1.0% | -6.6% |
| 7D | -7.7% | -1.1% | -6.6% | -7.7% |
| 30D | -22.8% | +14.4% | -37.2% | -14.8% |
| 3M | -43.7% | +6.7% | -50.4% | -40.5% |
| 6M | -12.8% | +2.6% | -15.4% | -8.9% |
| YTD | -42.0% | -24.2% | -17.8% | -49.3% |
| 1Y | -48.0% | -22.3% | -25.7% | -53.4% |
| 3Y | +62.7% | -72.0% | +134.7% | -15.0% |
| 5Y | -77.8% | -78.2% | +0.4% | -85.9% |
| All | +355.0% | -98.4% | +453.4% | +13.4% |
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