+455.3%
SN vs QID
-70.0%
+525.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.8% | +9.8% | -0.4% |
| 7D | +7.6% | -0.8% | +8.4% | +7.7% |
| 30D | +24.1% | +20.1% | +4.0% | +36.9% |
| 3M | +23.7% | +11.8% | +11.9% | +32.1% |
| 6M | +105.5% | +5.5% | +100.0% | +116.0% |
| YTD | +105.1% | -21.5% | +126.6% | +85.8% |
| 1Y | +148.3% | -22.6% | +170.9% | +124.7% |
| 3Y | +438.7% | -72.3% | +511.0% | +253.3% |
| All | +455.3% | -70.0% | +525.4% | +258.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling