+101.7%
SMR vs QID
-71.4%
+173.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -0.4% |
| 7D | -8.3% | -7.1% | -1.1% | -15.0% |
| 30D | -20.1% | +12.6% | -32.7% | -5.1% |
| 3M | -52.7% | +14.2% | -66.9% | -41.7% |
| 6M | -61.0% | +6.2% | -67.2% | -51.9% |
| YTD | -67.1% | -21.8% | -45.3% | -69.0% |
| 1Y | -79.9% | -23.1% | -56.7% | -80.9% |
| 3Y | +101.7% | -71.3% | +173.1% | +42.3% |
| All | +101.7% | -71.4% | +173.1% | +42.3% |
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