+304.8%
SGI vs QID
-99.0%
+403.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +1.4% |
| 7D | -5.3% | -7.1% | +1.8% | -8.3% |
| 30D | -2.1% | +12.6% | -14.7% | +4.1% |
| 3M | -8.2% | +14.2% | -22.4% | -1.3% |
| 6M | -4.6% | +6.2% | -10.7% | +0.9% |
| YTD | -31.5% | -21.8% | -9.7% | -36.3% |
| 1Y | -30.8% | -23.1% | -7.7% | -36.0% |
| 3Y | +67.2% | -71.3% | +138.5% | +5.4% |
| 5Y | +42.5% | -77.0% | +119.5% | -1.0% |
| All | +304.8% | -99.0% | +403.8% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling