+192.7%
SU vs QID
-100.0%
+292.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | +0.8% |
| 7D | +1.7% | +2.7% | -1.1% | +2.8% |
| 30D | +9.6% | +3.3% | +6.3% | +11.1% |
| 3M | +11.7% | -5.5% | +17.3% | +9.5% |
| 6M | +21.9% | -28.4% | +50.3% | +6.7% |
| YTD | +58.6% | -26.6% | +85.2% | +40.8% |
| 1Y | +66.5% | -34.1% | +100.7% | +41.8% |
| 3Y | +121.4% | -73.7% | +195.1% | +36.1% |
| 5Y | +355.7% | -80.7% | +436.4% | +177.8% |
| 10Y | +264.2% | -99.1% | +363.3% | -41.4% |
| All | +192.7% | -100.0% | +292.7% | -88.8% |
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