+94.4%
QQQ vs SPGI
+5.8%
+88.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +1.4% |
| 7D | +1.5% | -2.5% | +4.0% | +2.6% |
| 30D | -0.6% | +5.4% | -6.1% | -3.2% |
| 3M | +0.4% | +9.0% | -8.6% | -4.8% |
| 6M | +20.1% | +0.8% | +19.3% | +17.9% |
| YTD | +17.2% | -12.6% | +29.8% | +23.3% |
| 1Y | +24.7% | -16.1% | +40.8% | +33.8% |
| 3Y | +96.2% | +19.0% | +77.2% | +64.8% |
| 5Y | +94.4% | +5.1% | +89.3% | +70.8% |
| All | +94.4% | +5.8% | +88.6% | +70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling