+139.0%
SN vs QID
-19.3%
+158.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -0.9% |
| 7D | +7.6% | +1.8% | +5.8% | +8.5% |
| 30D | +22.4% | +21.6% | +0.8% | +32.1% |
| 3M | +21.7% | +12.6% | +9.0% | +27.8% |
| 6M | +102.8% | +6.9% | +95.9% | +110.4% |
| YTD | +102.4% | -20.5% | +122.9% | +72.2% |
| 1Y | +139.0% | -18.1% | +157.1% | +109.2% |
| All | +139.0% | -19.3% | +158.2% | +109.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling