+106.9%
SPG vs QID
-80.7%
+187.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.2% |
| 7D | 0.0% | -2.7% | +2.7% | -0.7% |
| 30D | -4.9% | +1.8% | -6.7% | -4.4% |
| 3M | +3.3% | -2.2% | +5.5% | +3.1% |
| 6M | +11.2% | -32.1% | +43.3% | 0.0% |
| YTD | +17.1% | -28.6% | +45.6% | +7.1% |
| 1Y | +21.6% | -36.3% | +57.9% | +7.7% |
| 3Y | +111.9% | -74.4% | +186.3% | +49.1% |
| 5Y | +106.9% | -80.8% | +187.7% | +49.1% |
| All | +106.9% | -80.7% | +187.6% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling