-6.4%
SSPC vs QID
+10.8%
-17.2%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -4.6% | +9.1% | +11.2% |
| 7D | -11.1% | -1.1% | -10.0% | -8.6% |
| 30D | +19.1% | +14.4% | +4.7% | -0.4% |
| 3M | -31.7% | +6.7% | -38.3% | -36.4% |
| All | -6.4% | +10.8% | -17.2% | -11.5% |
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 · Available span rolling