+439.5%
SN vs QID
-67.8%
+507.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +1.5% |
| 7D | +7.2% | +9.4% | -2.2% | +12.3% |
| 30D | +20.4% | +31.2% | -10.9% | +38.5% |
| 3M | +23.9% | +17.4% | +6.5% | +35.2% |
| 6M | +93.0% | +8.4% | +84.6% | +104.5% |
| YTD | +99.2% | -15.8% | +115.0% | +86.5% |
| 1Y | +142.6% | -16.3% | +158.9% | +127.8% |
| 3Y | +398.8% | -70.4% | +469.2% | +237.7% |
| All | +439.5% | -67.8% | +507.3% | +259.9% |
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