+1,362.6%
SPGI vs QID
-100.0%
+1,462.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | -1.6% |
| 7D | -1.4% | -1.1% | -0.2% | -1.5% |
| 30D | +15.3% | +14.4% | +0.9% | +22.8% |
| 3M | +16.5% | +6.7% | +9.9% | +20.6% |
| 6M | +19.8% | +2.6% | +17.2% | +22.3% |
| YTD | -3.2% | -24.2% | +21.0% | -12.8% |
| 1Y | +1.8% | -22.3% | +24.1% | -7.1% |
| 3Y | +30.6% | -72.0% | +102.6% | -19.8% |
| 5Y | +16.0% | -78.2% | +94.2% | -24.8% |
| 10Y | +338.6% | -99.1% | +437.7% | -23.1% |
| All | +1,362.6% | -100.0% | +1,462.6% | -39.6% |
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