-99.1%
QID vs SPYG
+424.6%
-523.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -0.1% |
| 7D | +1.3% | -0.9% | +2.2% | -0.6% |
| 30D | +2.9% | -1.5% | +4.5% | +0.1% |
| 3M | -0.7% | +3.7% | -4.5% | +10.7% |
| 6M | -29.7% | +16.4% | -46.1% | +3.7% |
| YTD | -27.9% | +13.3% | -41.2% | +1.8% |
| 1Y | -34.6% | +17.9% | -52.4% | +2.8% |
| 3Y | -73.5% | +98.3% | -171.9% | +63.4% |
| 5Y | -81.0% | +86.4% | -167.4% | +51.8% |
| All | -99.1% | +424.6% | -523.7% | +32.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling