+86.5%
SPG vs QS
-87.4%
+173.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +0.9% |
| 7D | +5.6% | +8.0% | -2.4% | +4.8% |
| 30D | +17.6% | -2.8% | +20.4% | +17.7% |
| 3M | +7.5% | -28.1% | +35.6% | +10.4% |
| 6M | +18.5% | -41.0% | +59.5% | +22.9% |
| YTD | +30.9% | -57.3% | +88.2% | +39.1% |
| 1Y | +34.1% | -72.7% | +106.8% | +48.7% |
| 3Y | +135.5% | -18.6% | +154.2% | +105.5% |
| 5Y | +86.5% | -87.0% | +173.5% | +103.0% |
| All | +86.5% | -87.4% | +173.9% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling