+30.5%
SPGI vs QS
-47.0%
+77.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.6% | +4.1% | -2.4% |
| 7D | -3.1% | -4.2% | +1.1% | -3.0% |
| 30D | +2.0% | -15.7% | +17.7% | +2.4% |
| 3M | +4.3% | -28.7% | +33.0% | +5.0% |
| 6M | -0.2% | -23.2% | +23.0% | 0.0% |
| YTD | -14.8% | -49.9% | +35.1% | -13.6% |
| 1Y | -18.5% | -38.8% | +20.3% | -18.4% |
| 3Y | +16.0% | -24.0% | +40.0% | +12.5% |
| 5Y | +2.2% | -75.6% | +77.8% | -0.7% |
| All | +30.5% | -47.0% | +77.5% | +41.3% |
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