+2,146.2%
SGI vs QID
-100.0%
+2,246.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.3% |
| 7D | +8.5% | -0.6% | +9.2% | +8.2% |
| 30D | +0.7% | 0.0% | +0.7% | +0.9% |
| 3M | +0.6% | +3.7% | -3.1% | +4.7% |
| 6M | -17.9% | -29.9% | +11.9% | -30.7% |
| YTD | -21.2% | -28.8% | +7.6% | -32.5% |
| 1Y | -18.9% | -37.2% | +18.3% | -35.0% |
| 3Y | +52.6% | -73.7% | +126.4% | -17.8% |
| 5Y | +60.7% | -80.7% | +141.5% | -9.1% |
| 10Y | +278.1% | -99.1% | +377.2% | -55.9% |
| All | +2,146.2% | -100.0% | +2,246.1% | -49.4% |
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 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