+118.2%
SRE vs QID
-99.2%
+217.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -1.1% |
| 7D | -0.8% | +1.3% | -2.1% | -0.6% |
| 30D | -3.0% | +2.9% | -5.9% | -2.5% |
| 3M | -8.3% | -0.7% | -7.6% | -8.1% |
| 6M | -8.9% | -29.7% | +20.8% | -14.5% |
| YTD | -4.3% | -27.9% | +23.6% | -9.6% |
| 1Y | +2.7% | -34.6% | +37.3% | -4.5% |
| 3Y | +28.7% | -73.5% | +102.2% | +3.0% |
| 5Y | +47.1% | -81.0% | +128.2% | +17.3% |
| All | +118.2% | -99.2% | +217.4% | -4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling