+92.3%
SYF vs QID
-80.7%
+173.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.5% |
| 7D | +2.6% | -2.7% | +5.4% | +1.4% |
| 30D | 0.0% | +1.8% | -1.8% | +1.0% |
| 3M | +11.9% | -2.2% | +14.1% | +12.2% |
| 6M | +18.9% | -32.1% | +51.0% | +2.3% |
| YTD | -4.6% | -28.6% | +24.0% | -15.5% |
| 1Y | +6.4% | -36.3% | +42.7% | -9.7% |
| 3Y | +167.2% | -74.4% | +241.6% | +71.0% |
| 5Y | +92.3% | -80.8% | +173.1% | +21.6% |
| All | +92.3% | -80.7% | +173.0% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling