+81.8%
SPY vs QID
-80.7%
+162.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.4% |
| 7D | +0.5% | -2.7% | +3.3% | -0.4% |
| 30D | -0.9% | +1.8% | -2.7% | -0.2% |
| 3M | +3.9% | -2.2% | +6.0% | +4.2% |
| 6M | +14.5% | -32.1% | +46.7% | +1.7% |
| YTD | +12.9% | -28.6% | +41.5% | +2.6% |
| 1Y | +19.4% | -36.3% | +55.7% | +4.8% |
| 3Y | +78.5% | -74.4% | +152.9% | +23.0% |
| 5Y | +81.8% | -80.8% | +162.5% | +27.6% |
| All | +81.8% | -80.7% | +162.4% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling