+318.8%
SPG vs QS
-47.4%
+366.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.1% |
| 7D | -2.2% | -5.0% | +2.8% | -1.9% |
| 30D | -5.8% | -18.3% | +12.5% | -4.6% |
| 3M | -2.8% | -26.0% | +23.2% | -1.4% |
| 6M | +8.9% | -24.0% | +32.9% | +9.8% |
| YTD | +14.3% | -50.3% | +64.6% | +18.1% |
| 1Y | +19.5% | -38.0% | +57.4% | +20.2% |
| 3Y | +106.9% | -24.6% | +131.5% | +95.4% |
| 5Y | +108.7% | -75.4% | +184.2% | +102.4% |
| All | +318.8% | -47.4% | +366.2% | +284.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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