+82.6%
SMR vs QID
-73.9%
+156.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -2.8% |
| 7D | +13.1% | -1.9% | +15.0% | +10.7% |
| 30D | +17.8% | +1.7% | +16.0% | +20.9% |
| 3M | +8.1% | -3.9% | +12.0% | +10.2% |
| 6M | -11.1% | -30.0% | +18.9% | -31.3% |
| YTD | -23.7% | -28.2% | +4.5% | -37.7% |
| 1Y | -69.4% | -35.6% | -33.8% | -76.2% |
| All | +82.6% | -73.9% | +156.5% | -4.2% |
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 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