+331.8%
SPGI vs QLD
+1,375.1%
-1,043.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.8% |
| 7D | +0.3% | -10.3% | +10.5% | +3.6% |
| 30D | +18.4% | -26.1% | +44.4% | +30.1% |
| 3M | +15.7% | -17.8% | +33.4% | +22.2% |
| 6M | +17.3% | -15.6% | +32.8% | +20.2% |
| YTD | -4.7% | +5.4% | -10.1% | -10.5% |
| 1Y | +1.8% | +5.2% | -3.4% | -4.7% |
| 3Y | +31.7% | +139.4% | -107.8% | -15.4% |
| 5Y | +12.1% | +66.7% | -54.6% | -22.5% |
| All | +331.8% | +1,375.1% | -1,043.3% | +11.0% |
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