+1,264.4%
SPGI vs QLD
+7,183.5%
-5,919.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -12.7% | +10.8% | +3.6% |
| 7D | +2.6% | -18.6% | +21.1% | +11.4% |
| 30D | +19.3% | -28.3% | +47.5% | +36.3% |
| 3M | +15.5% | -20.4% | +35.9% | +25.6% |
| 6M | +18.3% | -14.3% | +32.6% | +21.1% |
| YTD | -3.8% | +2.8% | -6.5% | -10.0% |
| 1Y | +1.3% | -1.2% | +2.6% | -4.1% |
| 3Y | +33.6% | +135.3% | -101.7% | -22.0% |
| 5Y | +13.2% | +62.6% | -49.4% | -28.3% |
| 10Y | +346.3% | +1,384.3% | -1,038.0% | -25.0% |
| All | +1,264.4% | +7,183.5% | -5,919.1% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling