+689.9%
SEI vs QID
-98.7%
+788.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +6.0% |
| 7D | +28.2% | -1.9% | +30.2% | +27.1% |
| 30D | +15.5% | +1.7% | +13.8% | +16.7% |
| 3M | -1.4% | -3.9% | +2.5% | +0.5% |
| 6M | +37.4% | -30.0% | +67.4% | +24.6% |
| YTD | +47.8% | -28.2% | +76.0% | +37.2% |
| 1Y | +174.3% | -35.6% | +209.9% | +149.1% |
| 3Y | +598.5% | -74.3% | +672.8% | +413.4% |
| 5Y | +1,026.2% | -80.8% | +1,107.0% | +739.7% |
| All | +689.9% | -98.7% | +788.6% | +146.1% |
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 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