-2.4%
SPGI vs QQQI
+56.3%
-58.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.5% |
| 7D | -8.9% | -1.0% | -7.9% | -8.5% |
| 30D | +0.6% | -0.6% | +1.2% | +0.9% |
| 3M | +2.0% | +3.4% | -1.4% | -0.2% |
| 6M | +0.1% | +10.6% | -10.6% | -6.2% |
| YTD | -16.4% | +10.3% | -26.7% | -21.4% |
| 1Y | -18.9% | +16.3% | -35.3% | -26.5% |
| All | -2.4% | +56.3% | -58.7% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling