+379.8%
SPG vs QS
-54.8%
+434.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +0.8% |
| 7D | +5.6% | +8.0% | -2.4% | +5.0% |
| 30D | +17.6% | -2.8% | +20.4% | +17.7% |
| 3M | +7.5% | -28.1% | +35.6% | +9.4% |
| 6M | +18.5% | -41.0% | +59.5% | +21.5% |
| YTD | +30.9% | -57.3% | +88.2% | +36.4% |
| 1Y | +34.1% | -72.7% | +106.8% | +43.6% |
| 3Y | +135.5% | -18.6% | +154.2% | +121.0% |
| 5Y | +86.5% | -87.0% | +173.5% | +85.1% |
| All | +379.8% | -54.8% | +434.6% | +344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling