+192.9%
SO vs QID
-99.1%
+291.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.4% |
| 7D | -0.9% | -11.8% | +10.9% | -2.3% |
| 30D | +4.9% | +14.2% | -9.3% | +6.8% |
| 3M | +0.8% | +8.8% | -8.0% | +2.0% |
| 6M | +0.6% | +1.5% | -0.9% | +1.2% |
| YTD | +8.7% | -23.8% | +32.4% | +5.4% |
| 1Y | +4.0% | -22.0% | +25.9% | +1.3% |
| 3Y | +50.6% | -71.9% | +122.5% | +27.0% |
| 5Y | +77.5% | -77.6% | +155.1% | +52.5% |
| All | +192.9% | -99.1% | +291.9% | +53.8% |
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