-0.6%
SPGI vs QQQI
+57.7%
-58.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.3% | -2.4% |
| 7D | -3.1% | +0.8% | -3.9% | -3.4% |
| 30D | +2.0% | +0.2% | +1.9% | +1.9% |
| 3M | +4.3% | +2.3% | +2.0% | +2.7% |
| 6M | -0.2% | +11.6% | -11.8% | -6.9% |
| YTD | -14.8% | +11.3% | -26.1% | -20.2% |
| 1Y | -18.5% | +17.4% | -36.0% | -26.4% |
| All | -0.6% | +57.7% | -58.3% | -25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling