+0.8%
SPGI vs QLD
+10.8%
-10.0%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.4% |
| 7D | -0.8% | +12.5% | -13.3% | -0.8% |
| 30D | +14.3% | -15.7% | +30.0% | +14.1% |
| 3M | +14.5% | -11.9% | +26.4% | +14.3% |
| 6M | +17.3% | -10.3% | +27.6% | +16.1% |
| YTD | -4.6% | +15.6% | -20.2% | -10.0% |
| 1Y | +0.8% | +12.1% | -11.4% | -5.0% |
| All | +0.8% | +10.8% | -10.0% | -5.0% |
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 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