+2.9%
SPGI vs QLD
+13.1%
-10.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.9% | +1.5% | +3.4% |
| 7D | +7.2% | -9.4% | +16.6% | +7.0% |
| 30D | +23.2% | -17.1% | +40.3% | +23.1% |
| 3M | +17.0% | -10.4% | +27.4% | +16.8% |
| 6M | +20.4% | +0.7% | +19.7% | +17.0% |
| YTD | -1.9% | +17.7% | -19.6% | -7.4% |
| 1Y | +2.9% | +14.7% | -11.8% | -2.9% |
| All | +2.9% | +13.1% | -10.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling