-2.4%
SPGI vs QQQI
+57.7%
-60.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -7.4% | -0.3% | -7.0% | -7.3% |
| 30D | +0.4% | -0.3% | +0.7% | +0.5% |
| 3M | +5.3% | +1.3% | +3.9% | +4.2% |
| 6M | +1.7% | +11.5% | -9.8% | -5.0% |
| YTD | -16.4% | +11.3% | -27.6% | -21.7% |
| 1Y | -20.5% | +16.9% | -37.4% | -28.0% |
| All | -2.4% | +57.7% | -60.1% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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