+560.1%
SO vs QID
-100.0%
+660.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.8% |
| 7D | -0.2% | -0.6% | +0.5% | -0.2% |
| 30D | -4.6% | 0.0% | -4.6% | -4.5% |
| 3M | -3.0% | +3.7% | -6.8% | -2.2% |
| 6M | -8.3% | -29.9% | +21.6% | -12.8% |
| YTD | +3.5% | -28.8% | +32.3% | -1.3% |
| 1Y | -0.9% | -37.2% | +36.2% | -7.3% |
| 3Y | +45.4% | -73.7% | +119.1% | +19.8% |
| 5Y | +59.6% | -80.7% | +140.4% | +31.1% |
| 10Y | +156.6% | -99.1% | +255.7% | +31.0% |
| All | +560.1% | -100.0% | +660.1% | +98.0% |
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