+52.5%
SO vs QID
-71.8%
+124.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.8% | +8.2% | +1.8% |
| 7D | -1.1% | -0.8% | -0.3% | -1.1% |
| 30D | +8.6% | +20.1% | -11.5% | +7.0% |
| 3M | +1.8% | +11.8% | -10.0% | +0.7% |
| 6M | +3.6% | +5.5% | -1.9% | +2.8% |
| YTD | +9.9% | -21.5% | +31.5% | +10.7% |
| 1Y | +5.7% | -22.6% | +28.3% | +6.5% |
| 3Y | +52.5% | -72.3% | +124.8% | +50.8% |
| All | +52.5% | -71.8% | +124.3% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling