-4.8%
SPGI vs Q
+71.3%
-76.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.5% |
| 7D | +0.1% | +0.2% | -0.1% | +0.2% |
| 30D | +8.4% | -11.1% | +19.5% | +7.8% |
| 3M | +11.8% | -22.1% | +34.0% | +10.6% |
| 6M | +5.7% | +0.5% | +5.2% | +2.9% |
| YTD | -9.7% | +47.8% | -57.5% | -13.4% |
| All | -4.8% | +71.3% | -76.1% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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