+252.8%
SPOT vs QID
-98.2%
+351.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | -0.1% |
| 7D | -3.1% | +1.3% | -4.3% | -2.4% |
| 30D | +7.4% | +2.9% | +4.4% | +8.9% |
| 3M | +8.2% | -0.7% | +8.9% | +8.1% |
| 6M | +2.2% | -29.7% | +31.9% | -13.9% |
| YTD | -9.5% | -27.9% | +18.4% | -22.2% |
| 1Y | -23.8% | -34.6% | +10.7% | -37.4% |
| 3Y | +233.5% | -73.5% | +307.0% | +91.6% |
| 5Y | +112.2% | -81.0% | +193.2% | +30.8% |
| All | +252.8% | -98.2% | +351.1% | +11.4% |
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 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