+787.3%
SPYM vs QID
-100.0%
+887.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.5% |
| 7D | +0.6% | -2.7% | +3.3% | -0.4% |
| 30D | -0.9% | +1.8% | -2.7% | -0.2% |
| 3M | +3.9% | -2.2% | +6.1% | +4.3% |
| 6M | +14.5% | -32.1% | +46.7% | +1.9% |
| YTD | +13.0% | -28.6% | +41.6% | +2.8% |
| 1Y | +19.4% | -36.3% | +55.8% | +5.1% |
| 3Y | +78.9% | -74.4% | +153.3% | +23.9% |
| 5Y | +82.3% | -80.8% | +163.1% | +30.3% |
| 10Y | +314.7% | -99.1% | +413.8% | +28.3% |
| All | +787.3% | -100.0% | +887.3% | +16.8% |
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