+262.7%
SYF vs QID
-99.1%
+361.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.4% |
| 7D | -1.3% | -1.9% | +0.6% | -2.1% |
| 30D | -1.1% | +1.7% | -2.8% | -0.2% |
| 3M | +7.4% | -3.9% | +11.3% | +6.9% |
| 6M | +16.2% | -30.0% | +46.2% | +1.1% |
| YTD | -6.1% | -28.2% | +22.1% | -16.9% |
| 1Y | +3.4% | -35.6% | +39.0% | -12.1% |
| 3Y | +162.9% | -74.3% | +237.1% | +66.2% |
| 5Y | +85.6% | -80.8% | +166.4% | +21.8% |
| 10Y | +262.7% | -99.2% | +361.9% | -15.2% |
| All | +262.7% | -99.1% | +361.9% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling