+620.3%
SRE vs QID
-100.0%
+720.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.7% |
| 7D | -0.3% | -0.6% | +0.3% | -0.5% |
| 30D | -0.7% | 0.0% | -0.7% | -0.7% |
| 3M | -6.3% | +3.7% | -10.0% | -5.0% |
| 6M | -10.7% | -29.9% | +19.2% | -17.8% |
| YTD | -3.5% | -28.8% | +25.3% | -10.7% |
| 1Y | +5.3% | -37.2% | +42.5% | -5.3% |
| 3Y | +31.8% | -73.7% | +105.5% | -1.2% |
| 5Y | +47.4% | -80.7% | +128.1% | +10.1% |
| 10Y | +120.6% | -99.1% | +219.7% | -23.3% |
| All | +620.3% | -100.0% | +720.3% | +2.1% |
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