-48.0%
SE vs QID
-21.0%
-27.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.9% |
| 7D | -1.5% | -11.8% | +10.3% | -5.5% |
| 30D | -22.3% | +14.2% | -36.5% | -18.1% |
| 3M | -41.8% | +8.8% | -50.6% | -39.5% |
| 6M | -22.4% | +1.5% | -23.9% | -20.8% |
| YTD | -41.6% | -23.8% | -17.8% | -49.1% |
| 1Y | -48.0% | -22.0% | -26.0% | -53.8% |
| All | -48.0% | -21.0% | -27.0% | -53.8% |
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