-73.0%
QID vs SPYG
+96.8%
-169.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.2% | +0.6% |
| 7D | +2.7% | -1.8% | +4.6% | -1.0% |
| 30D | +3.3% | -1.9% | +5.3% | -0.3% |
| 3M | -5.5% | +5.2% | -10.7% | +8.0% |
| 6M | -28.4% | +15.6% | -44.0% | +2.1% |
| YTD | -26.6% | +12.4% | -39.0% | +0.4% |
| 1Y | -34.1% | +17.5% | -51.6% | +0.7% |
| All | -73.0% | +96.8% | -169.8% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling