+314.7%
SPY vs QID
-99.2%
+413.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +0.2% |
| 7D | -0.8% | +1.3% | -2.0% | -0.3% |
| 30D | -1.1% | +2.9% | -4.0% | +0.1% |
| 3M | +3.9% | -0.7% | +4.6% | +4.7% |
| 6M | +13.6% | -29.7% | +43.3% | +1.8% |
| YTD | +12.7% | -27.9% | +40.5% | +2.4% |
| 1Y | +17.5% | -34.6% | +52.1% | +3.8% |
| 3Y | +76.9% | -73.5% | +150.4% | +21.6% |
| 5Y | +83.6% | -81.0% | +164.6% | +28.1% |
| All | +314.7% | -99.2% | +413.9% | +19.0% |
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