+167.6%
SYK vs QID
-99.1%
+266.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -1.2% |
| 7D | -12.3% | +2.7% | -15.1% | -11.6% |
| 30D | -22.4% | +3.3% | -25.8% | -21.6% |
| 3M | -12.3% | -5.5% | -6.8% | -13.8% |
| 6M | -24.3% | -28.4% | +4.1% | -31.8% |
| YTD | -22.8% | -26.6% | +3.8% | -29.7% |
| 1Y | -28.8% | -34.1% | +5.4% | -37.3% |
| 3Y | -4.0% | -73.7% | +69.7% | -34.6% |
| 5Y | +3.8% | -80.7% | +84.5% | -27.8% |
| All | +167.6% | -99.1% | +266.7% | -30.3% |
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 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