-11.9%
SRE vs QID
+4.9%
-16.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.6% |
| 7D | +1.8% | -7.1% | +8.9% | +1.9% |
| 30D | -3.0% | +12.6% | -15.6% | -3.8% |
| 3M | -7.3% | +14.2% | -21.5% | -8.1% |
| 6M | -11.9% | +6.2% | -18.1% | -12.7% |
| All | -11.9% | +4.9% | -16.8% | -12.7% |
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 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