+14.8%
SPYM vs QID
-21.1%
+35.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +1.1% |
| 7D | -0.7% | +9.8% | -10.5% | +2.2% |
| 30D | -1.1% | +18.9% | -20.0% | +4.4% |
| 3M | -0.3% | +9.6% | -9.9% | +2.9% |
| 6M | +7.3% | -7.8% | +15.2% | +5.8% |
| YTD | +13.4% | -23.3% | +36.7% | +5.3% |
| 1Y | +14.8% | -22.0% | +36.9% | +7.7% |
| All | +14.8% | -21.1% | +35.9% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling