+601.6%
SO vs QID
-100.0%
+701.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.3% |
| 7D | -0.1% | +1.8% | -1.9% | +0.3% |
| 30D | +8.7% | +21.6% | -12.9% | +12.1% |
| 3M | +3.4% | +12.6% | -9.3% | +5.5% |
| 6M | +3.7% | +6.9% | -3.2% | +5.3% |
| YTD | +10.0% | -20.5% | +30.6% | +6.9% |
| 1Y | +6.6% | -18.1% | +24.7% | +4.1% |
| 3Y | +52.5% | -70.7% | +123.2% | +27.7% |
| 5Y | +76.1% | -77.2% | +153.3% | +48.7% |
| 10Y | +194.9% | -99.0% | +293.9% | +52.9% |
| All | +601.6% | -100.0% | +701.6% | +114.4% |
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