+605.4%
SPG vs QID
-100.0%
+705.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.2% |
| 7D | +3.1% | -11.8% | +14.9% | -2.5% |
| 30D | +16.4% | +14.2% | +2.2% | +24.4% |
| 3M | +7.1% | +8.8% | -1.7% | +12.0% |
| 6M | +16.1% | +1.5% | +14.6% | +18.1% |
| YTD | +30.4% | -23.8% | +54.2% | +16.7% |
| 1Y | +33.0% | -22.0% | +55.0% | +20.6% |
| 3Y | +134.6% | -71.9% | +206.5% | +40.4% |
| 5Y | +84.9% | -77.6% | +162.5% | +17.6% |
| 10Y | +114.9% | -99.1% | +214.0% | -70.5% |
| All | +605.4% | -100.0% | +705.4% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling