+1,265.3%
SPGI vs QID
-100.0%
+1,365.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.7% |
| 7D | +0.1% | -0.6% | +0.8% | -0.1% |
| 30D | +8.4% | 0.0% | +8.4% | +8.5% |
| 3M | +11.8% | +3.7% | +8.1% | +14.2% |
| 6M | +5.7% | -29.9% | +35.6% | -9.1% |
| YTD | -9.7% | -28.8% | +19.1% | -21.3% |
| 1Y | -12.5% | -37.2% | +24.7% | -27.7% |
| 3Y | +21.8% | -73.7% | +95.5% | -26.9% |
| 5Y | +8.2% | -80.7% | +88.9% | -33.9% |
| 10Y | +309.5% | -99.1% | +408.6% | -30.0% |
| All | +1,265.3% | -100.0% | +1,365.3% | -45.4% |
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