+1,469.9%
QQQ vs SPGI
+2,824.5%
-1,354.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.5% | +1.6% | -3.1% | -2.2% |
| 30D | -10.2% | +16.1% | -26.3% | -16.0% |
| 3M | -6.3% | +15.5% | -21.8% | -12.4% |
| 6M | -4.9% | +19.6% | -24.6% | -13.5% |
| YTD | +10.2% | -3.6% | +13.8% | +9.0% |
| 1Y | +8.8% | +2.2% | +6.6% | +4.7% |
| 3Y | +81.4% | +30.1% | +51.3% | +55.3% |
| 5Y | +78.5% | +14.9% | +63.6% | +60.6% |
| 10Y | +523.8% | +334.0% | +189.8% | +214.2% |
| All | +1,469.9% | +2,824.5% | -1,354.6% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling