+1,357.3%
SPGI vs QID
-100.0%
+1,457.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +1.1% |
| 7D | +1.6% | +1.8% | -0.2% | +2.8% |
| 30D | +16.1% | +21.6% | -5.5% | +27.0% |
| 3M | +15.5% | +12.6% | +2.8% | +22.3% |
| 6M | +19.6% | +6.9% | +12.7% | +24.3% |
| YTD | -3.6% | -20.5% | +16.9% | -11.4% |
| 1Y | +2.2% | -18.1% | +20.3% | -4.6% |
| 3Y | +30.1% | -70.7% | +100.8% | -18.4% |
| 5Y | +14.9% | -77.2% | +92.2% | -24.2% |
| 10Y | +334.0% | -99.0% | +433.0% | -22.5% |
| All | +1,357.3% | -100.0% | +1,457.3% | -38.6% |
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