-11.4%
SEI vs QID
-1.7%
-9.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.3% | +0.3% | +16.0% | +16.7% |
| 7D | +28.8% | -2.7% | +31.6% | +24.3% |
| 30D | +10.4% | +1.8% | +8.6% | +13.6% |
| 3M | -11.4% | -2.2% | -9.3% | -10.1% |
| All | -11.4% | -1.7% | -9.7% | -10.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling