-37.2%
QID vs SPYG
+22.6%
-59.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.6% |
| 7D | -0.6% | +0.4% | -1.0% | +0.2% |
| 30D | 0.0% | -0.4% | +0.4% | -0.6% |
| 3M | +3.7% | +0.5% | +3.2% | +9.6% |
| 6M | -29.9% | +17.5% | -47.3% | +2.1% |
| YTD | -28.8% | +14.3% | -43.1% | -0.6% |
| 1Y | -37.2% | +21.7% | -58.9% | -1.5% |
| All | -37.2% | +22.6% | -59.8% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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