-22.3%
SYK vs QID
-38.2%
+15.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.3% | -0.6% | -7.7% | -8.3% |
| 30D | -10.1% | 0.0% | -10.1% | -10.1% |
| 3M | +0.9% | +3.7% | -2.8% | +1.2% |
| 6M | -20.2% | -29.9% | +9.7% | -22.5% |
| YTD | -13.3% | -28.8% | +15.5% | -15.8% |
| 1Y | -22.3% | -37.2% | +14.8% | -27.4% |
| All | -22.3% | -38.2% | +15.8% | -27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling