+589.4%
SE vs QID
-98.5%
+687.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -1.1% |
| 7D | -6.1% | -0.6% | -5.5% | -6.5% |
| 30D | -2.5% | 0.0% | -2.5% | -2.4% |
| 3M | +21.7% | +3.7% | +18.0% | +26.7% |
| 6M | +27.0% | -29.9% | +56.9% | +3.3% |
| YTD | -12.1% | -28.8% | +16.6% | -27.2% |
| 1Y | -40.9% | -37.2% | -3.7% | -54.2% |
| 3Y | +191.0% | -73.7% | +264.7% | +46.1% |
| 5Y | -68.3% | -80.7% | +12.5% | -81.5% |
| All | +589.4% | -98.5% | +687.9% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling