+323.8%
SN vs QID
-72.7%
+396.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.2% |
| 7D | +0.1% | -2.7% | +2.9% | -1.3% |
| 30D | -5.6% | +1.8% | -7.4% | -4.5% |
| 3M | +48.1% | -2.2% | +50.2% | +48.3% |
| 6M | +57.6% | -32.1% | +89.8% | +30.7% |
| YTD | +56.5% | -28.6% | +85.1% | +34.3% |
| 1Y | +52.6% | -36.3% | +88.9% | +23.9% |
| 3Y | +412.0% | -74.4% | +486.4% | +217.4% |
| All | +323.8% | -72.7% | +396.5% | +159.3% |
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 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