+11.3%
QQQ vs SPGI
+0.4%
+10.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.3% |
| 7D | +6.4% | -0.8% | +7.2% | +6.4% |
| 30D | -7.5% | +14.3% | -21.7% | -7.4% |
| 3M | -4.8% | +14.5% | -19.3% | -4.7% |
| 6M | -2.5% | +17.3% | -19.8% | -2.4% |
| YTD | +12.4% | -4.6% | +17.0% | +15.8% |
| 1Y | +11.3% | +0.8% | +10.6% | +16.4% |
| All | +11.3% | +0.4% | +10.9% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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