+296.4%
SPGI vs QID
-99.1%
+395.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.0% | -2.4% |
| 7D | -3.1% | -1.9% | -1.2% | -3.7% |
| 30D | +2.0% | +1.7% | +0.3% | +2.7% |
| 3M | +4.3% | -3.9% | +8.2% | +3.2% |
| 6M | -0.2% | -30.0% | +29.8% | -11.6% |
| YTD | -14.8% | -28.2% | +13.4% | -23.4% |
| 1Y | -18.5% | -35.6% | +17.1% | -29.5% |
| 3Y | +16.0% | -74.3% | +90.2% | -23.9% |
| 5Y | +2.2% | -80.8% | +83.0% | -30.8% |
| 10Y | +296.4% | -99.2% | +395.6% | -3.5% |
| All | +296.4% | -99.1% | +395.6% | -3.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling