+7.5%
SMR vs QID
-82.7%
+90.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.0% |
| 7D | +13.1% | -1.9% | +15.0% | +11.6% |
| 30D | +17.8% | +1.7% | +16.0% | +19.7% |
| 3M | +8.1% | -3.9% | +12.0% | +10.2% |
| 6M | -11.1% | -30.0% | +18.9% | -21.9% |
| YTD | -23.7% | -28.2% | +4.5% | -30.8% |
| 1Y | -69.4% | -35.6% | -33.8% | -72.8% |
| 3Y | +82.6% | -74.3% | +156.9% | +39.4% |
| All | +7.5% | -82.7% | +90.1% | -25.0% |
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