+196.4%
SO vs QID
-99.0%
+295.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +1.5% |
| 7D | +1.4% | -7.1% | +8.5% | +0.5% |
| 30D | +4.7% | +12.6% | -7.9% | +6.4% |
| 3M | +1.7% | +14.2% | -12.5% | +3.6% |
| 6M | +2.2% | +6.2% | -4.0% | +3.3% |
| YTD | +10.0% | -21.8% | +31.8% | +7.0% |
| 1Y | +6.0% | -23.1% | +29.2% | +3.0% |
| 3Y | +54.1% | -71.3% | +125.4% | +30.3% |
| 5Y | +79.6% | -77.0% | +156.6% | +54.8% |
| All | +196.4% | -99.0% | +295.5% | +56.2% |
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 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