-14.4%
SMR vs QID
-82.6%
+68.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.8% | -13.9% | -16.9% |
| 7D | -11.2% | +1.3% | -12.5% | -10.6% |
| 30D | -10.2% | +2.9% | -13.2% | -8.1% |
| 3M | -10.0% | -0.7% | -9.3% | -6.8% |
| 6M | -30.5% | -29.7% | -0.8% | -38.8% |
| YTD | -39.2% | -27.9% | -11.4% | -44.8% |
| 1Y | -75.5% | -34.6% | -41.0% | -78.1% |
| 3Y | +45.4% | -73.5% | +119.0% | +11.7% |
| All | -14.4% | -82.6% | +68.2% | -40.2% |
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