+9.5%
SPGI vs QLD
+121.5%
-112.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.1% | +0.6% | -0.4% | 0.0% |
| 30D | +8.4% | -0.1% | +8.5% | +8.3% |
| 3M | +11.8% | -8.4% | +20.2% | +13.1% |
| 6M | +5.7% | +32.2% | -26.5% | -5.0% |
| YTD | -9.7% | +28.9% | -38.6% | -18.3% |
| 1Y | -12.5% | +43.8% | -56.3% | -24.1% |
| 3Y | +21.8% | +176.6% | -154.8% | -19.5% |
| All | +9.5% | +121.5% | -112.1% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling