+343.3%
SPGI vs QID
-99.0%
+442.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +2.0% |
| 7D | +1.2% | -7.1% | +8.4% | -1.2% |
| 30D | +15.9% | +12.6% | +3.3% | +21.2% |
| 3M | +12.3% | +14.2% | -1.9% | +18.2% |
| 6M | +23.7% | +6.2% | +17.5% | +27.4% |
| YTD | -3.5% | -21.8% | +18.2% | -10.2% |
| 1Y | +0.4% | -23.1% | +23.5% | -7.0% |
| 3Y | +29.9% | -71.3% | +101.2% | -11.6% |
| 5Y | +15.2% | -77.0% | +92.2% | -16.3% |
| All | +343.3% | -99.0% | +442.4% | +12.1% |
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