+365.2%
SYY vs QID
-100.0%
+465.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.2% |
| 7D | -2.8% | -2.7% | 0.0% | -3.5% |
| 30D | -5.3% | +1.8% | -7.1% | -4.8% |
| 3M | +5.1% | -2.2% | +7.2% | +4.9% |
| 6M | -5.0% | -32.1% | +27.1% | -13.7% |
| YTD | +10.7% | -28.6% | +39.3% | +2.2% |
| 1Y | +0.7% | -36.3% | +37.0% | -9.8% |
| 3Y | +24.0% | -74.4% | +98.4% | -10.5% |
| 5Y | +19.3% | -80.8% | +100.0% | -12.7% |
| 10Y | +96.4% | -99.1% | +195.5% | -30.8% |
| All | +365.2% | -100.0% | +465.1% | -28.7% |
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