+309.3%
SPY vs QID
-99.1%
+408.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.2% |
| 7D | +3.3% | -11.8% | +15.1% | -1.2% |
| 30D | -2.7% | +14.2% | -16.9% | +3.2% |
| 3M | -1.7% | +8.8% | -10.5% | +2.6% |
| 6M | +3.1% | +1.5% | +1.6% | +6.3% |
| YTD | +11.9% | -23.8% | +35.7% | +4.9% |
| 1Y | +12.0% | -22.0% | +34.0% | +6.3% |
| 3Y | +78.2% | -71.9% | +150.1% | +25.8% |
| 5Y | +73.2% | -77.6% | +150.8% | +29.7% |
| All | +309.3% | -99.1% | +408.4% | +23.0% |
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 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