+72.0%
SGI vs QID
-72.3%
+144.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.6% | +4.2% | -2.0% |
| 7D | -10.5% | -1.1% | -9.4% | -10.4% |
| 30D | +0.1% | +14.4% | -14.3% | +5.6% |
| 3M | -4.0% | +6.7% | -10.6% | -1.0% |
| 6M | -5.6% | +2.6% | -8.2% | -2.7% |
| YTD | -29.5% | -24.2% | -5.3% | -34.2% |
| 1Y | -31.5% | -22.3% | -9.2% | -35.3% |
| All | +72.0% | -72.3% | +144.2% | +10.7% |
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 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