+2,446.0%
XLK vs QID
-100.0%
+2,546.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | +0.3% |
| 7D | +2.3% | -1.9% | +4.3% | +1.3% |
| 30D | +0.8% | +1.7% | -0.9% | +2.0% |
| 3M | +4.1% | -3.9% | +8.0% | +4.5% |
| 6M | +34.8% | -30.0% | +64.7% | +17.8% |
| YTD | +30.8% | -28.2% | +59.0% | +16.8% |
| 1Y | +42.4% | -35.6% | +78.0% | +22.0% |
| 3Y | +121.8% | -74.3% | +196.1% | +38.8% |
| 5Y | +146.6% | -80.8% | +227.4% | +64.2% |
| 10Y | +804.3% | -99.2% | +903.4% | +91.7% |
| All | +2,446.0% | -100.0% | +2,546.0% | +66.1% |
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