+47.7%
SPGI vs QS
-62.6%
+110.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.2% | +1.2% |
| 7D | +1.2% | -14.0% | +15.3% | +1.6% |
| 30D | +15.9% | -6.4% | +22.3% | +16.1% |
| 3M | +12.3% | -40.3% | +52.6% | +13.7% |
| 6M | +23.7% | -57.5% | +81.2% | +26.0% |
| YTD | -3.5% | -64.7% | +61.1% | -1.4% |
| 1Y | +0.4% | -72.9% | +73.3% | +3.3% |
| 3Y | +29.9% | -33.5% | +63.3% | +26.3% |
| 5Y | +15.2% | -90.5% | +105.7% | +11.9% |
| All | +47.7% | -62.6% | +110.3% | +61.3% |
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