+3.1%
SPY vs QID
+1.8%
+1.3%
-5.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.2% |
| 7D | +3.3% | -11.8% | +15.1% | 0.0% |
| 30D | -2.7% | +14.2% | -16.9% | +1.3% |
| 3M | -1.7% | +8.8% | -10.5% | +1.2% |
| 6M | +3.1% | +1.5% | +1.6% | +5.2% |
| All | +3.1% | +1.8% | +1.3% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling