+334.0%
SPGI vs QLD
+1,387.1%
-1,053.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +1.6% | -3.8% | +5.4% | +2.5% |
| 30D | +16.1% | -20.5% | +36.6% | +24.4% |
| 3M | +15.5% | -14.6% | +30.1% | +20.3% |
| 6M | +19.6% | -14.7% | +34.3% | +22.3% |
| YTD | -3.6% | +11.2% | -14.8% | -11.1% |
| 1Y | +2.2% | +7.1% | -4.9% | -4.9% |
| 3Y | +30.1% | +141.1% | -111.0% | -16.5% |
| 5Y | +14.9% | +84.3% | -69.4% | -23.6% |
| 10Y | +334.0% | +1,450.1% | -1,116.1% | +4.9% |
| All | +334.0% | +1,387.1% | -1,053.2% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling