+525.7%
SPG vs QID
-100.0%
+625.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.1% |
| 7D | -2.4% | -0.6% | -1.8% | -2.7% |
| 30D | -6.8% | 0.0% | -6.8% | -6.8% |
| 3M | +2.7% | +3.7% | -1.0% | +4.9% |
| 6M | +5.5% | -29.9% | +35.3% | -9.9% |
| YTD | +15.7% | -28.8% | +44.5% | -0.2% |
| 1Y | +20.9% | -37.2% | +58.0% | -1.6% |
| 3Y | +112.4% | -73.7% | +186.1% | +23.4% |
| 5Y | +101.4% | -80.7% | +182.1% | +18.6% |
| 10Y | +60.6% | -99.1% | +159.8% | -78.6% |
| All | +525.7% | -100.0% | +625.7% | -86.8% |
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