+135.5%
SPG vs QID
-71.7%
+207.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.9% |
| 7D | +5.6% | +1.8% | +3.8% | +6.1% |
| 30D | +17.6% | +21.6% | -4.0% | +22.1% |
| 3M | +7.5% | +12.6% | -5.2% | +10.1% |
| 6M | +18.5% | +6.9% | +11.6% | +20.6% |
| YTD | +30.9% | -20.5% | +51.4% | +24.4% |
| 1Y | +34.1% | -18.1% | +52.2% | +28.7% |
| 3Y | +135.5% | -70.7% | +206.2% | +75.0% |
| All | +135.5% | -71.7% | +207.2% | +75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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