+557.7%
SEI vs QID
-73.3%
+631.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.3% | -7.5% | -3.4% |
| 7D | +20.7% | +2.7% | +17.9% | +23.3% |
| 30D | +9.1% | +3.3% | +5.8% | +12.6% |
| 3M | -6.0% | -5.5% | -0.5% | -4.7% |
| 6M | +18.9% | -28.4% | +47.3% | +1.0% |
| YTD | +40.1% | -26.6% | +66.7% | +23.6% |
| 1Y | +120.6% | -34.1% | +154.8% | +87.4% |
| All | +557.7% | -73.3% | +631.0% | +358.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling