+780.8%
SPY vs QID
-100.0%
+880.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | +0.7% |
| 7D | +2.6% | -7.1% | +9.7% | -0.3% |
| 30D | -2.0% | +12.6% | -14.6% | +3.8% |
| 3M | -2.8% | +14.2% | -17.0% | +3.9% |
| 6M | +2.1% | +6.2% | -4.0% | +7.6% |
| YTD | +11.5% | -21.8% | +33.3% | +4.9% |
| 1Y | +13.5% | -23.1% | +36.6% | +6.4% |
| 3Y | +77.7% | -71.3% | +149.0% | +22.1% |
| 5Y | +72.6% | -77.0% | +149.6% | +26.3% |
| 10Y | +308.2% | -99.0% | +407.2% | -0.3% |
| All | +780.8% | -100.0% | +880.7% | -31.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling