+21.8%
SU vs QID
-33.1%
+54.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.6% |
| 7D | +1.6% | -1.9% | +3.5% | +1.9% |
| 30D | +10.7% | +1.7% | +9.0% | +10.4% |
| 3M | +13.5% | -3.9% | +17.4% | +13.8% |
| 6M | +21.8% | -30.0% | +51.8% | +37.9% |
| All | +21.8% | -33.1% | +54.9% | +37.9% |
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