+340.9%
SYF vs QID
-99.5%
+440.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | -0.1% |
| 7D | +2.4% | -0.6% | +3.0% | +2.2% |
| 30D | +0.8% | 0.0% | +0.8% | +1.0% |
| 3M | +13.4% | +3.7% | +9.7% | +16.8% |
| 6M | +16.3% | -29.9% | +46.2% | +1.7% |
| YTD | -3.0% | -28.8% | +25.8% | -14.2% |
| 1Y | +5.7% | -37.2% | +42.9% | -10.7% |
| 3Y | +160.1% | -73.7% | +233.8% | +68.1% |
| 5Y | +88.5% | -80.7% | +169.3% | +25.3% |
| 10Y | +263.1% | -99.1% | +362.2% | -11.8% |
| All | +340.9% | -99.5% | +440.4% | -5.5% |
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