-100.0%
QID vs SPYG
+1,186.4%
-1,286.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | -0.7% |
| 7D | -2.7% | +1.2% | -3.9% | -0.3% |
| 30D | +1.8% | -1.6% | +3.3% | -1.1% |
| 3M | -2.2% | +3.4% | -5.5% | +8.5% |
| 6M | -32.1% | +18.9% | -51.0% | +4.0% |
| YTD | -28.6% | +13.8% | -42.4% | +1.2% |
| 1Y | -36.3% | +20.6% | -56.9% | +4.3% |
| 3Y | -74.4% | +100.5% | -174.9% | +56.6% |
| 5Y | -80.8% | +84.6% | -165.4% | +46.2% |
| 10Y | -99.1% | +410.8% | -509.9% | +7.4% |
| All | -100.0% | +1,186.4% | -1,286.4% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling