+343.3%
SPGI vs QLD
+1,468.8%
-1,125.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.5% | +1.9% |
| 7D | +1.2% | +7.0% | -5.8% | -1.2% |
| 30D | +15.9% | -14.3% | +30.2% | +21.0% |
| 3M | +12.3% | -16.0% | +28.3% | +17.6% |
| 6M | +23.7% | -14.2% | +37.9% | +26.3% |
| YTD | -3.5% | +12.8% | -16.3% | -11.6% |
| 1Y | +0.4% | +14.1% | -13.7% | -8.6% |
| 3Y | +29.9% | +146.0% | -116.1% | -17.2% |
| 5Y | +15.2% | +82.0% | -66.8% | -23.0% |
| All | +343.3% | +1,468.8% | -1,125.5% | +5.6% |
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