-77.1%
SE vs QID
-76.9%
-0.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -0.6% |
| 7D | 0.0% | +1.8% | -1.7% | +2.2% |
| 30D | -19.4% | +21.6% | -41.0% | -6.3% |
| 3M | -33.1% | +12.6% | -45.7% | -26.2% |
| 6M | -11.4% | +6.9% | -18.4% | -4.6% |
| YTD | -39.8% | -20.5% | -19.3% | -46.8% |
| 1Y | -50.5% | -18.1% | -32.4% | -54.8% |
| 3Y | +68.9% | -70.7% | +139.6% | -21.0% |
| 5Y | -77.1% | -77.2% | +0.1% | -86.5% |
| All | -77.1% | -76.9% | -0.2% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling