+61.9%
SYF vs QID
-78.0%
+139.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.1% | -1.5% |
| 7D | -3.6% | -1.1% | -2.4% | -3.7% |
| 30D | -1.7% | +14.4% | -16.1% | +4.7% |
| 3M | -7.8% | +6.7% | -14.5% | -4.4% |
| 6M | +3.4% | +2.6% | +0.8% | +6.7% |
| YTD | -12.2% | -24.2% | +12.0% | -19.8% |
| 1Y | -1.6% | -22.3% | +20.7% | -8.7% |
| 3Y | +157.8% | -72.0% | +229.8% | +70.7% |
| 5Y | +61.9% | -78.2% | +140.1% | +5.3% |
| All | +61.9% | -78.0% | +139.9% | +5.3% |
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