+82.7%
SPG vs QID
-76.9%
+159.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | +0.4% |
| 7D | +2.0% | -7.1% | +9.1% | +0.2% |
| 30D | +17.2% | +12.6% | +4.6% | +21.3% |
| 3M | +6.3% | +14.2% | -7.9% | +10.6% |
| 6M | +18.7% | +6.2% | +12.5% | +21.6% |
| YTD | +30.1% | -21.8% | +51.9% | +22.5% |
| 1Y | +32.8% | -23.1% | +55.9% | +24.5% |
| 3Y | +133.6% | -71.3% | +204.9% | +69.8% |
| All | +82.7% | -76.9% | +159.6% | +37.4% |
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