+51.5%
SGI vs QID
-80.7%
+132.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.7% |
| 7D | +0.6% | -1.9% | +2.5% | -0.2% |
| 30D | +5.5% | +1.7% | +3.8% | +6.5% |
| 3M | -3.6% | -3.9% | +0.3% | -3.9% |
| 6M | -15.0% | -30.0% | +15.0% | -25.3% |
| YTD | -23.0% | -28.2% | +5.2% | -31.2% |
| 1Y | -18.4% | -35.6% | +17.2% | -30.2% |
| 3Y | +57.8% | -74.3% | +132.0% | -3.2% |
| 5Y | +51.5% | -80.8% | +132.3% | -6.4% |
| All | +51.5% | -80.7% | +132.1% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling