+47.6%
SPGI vs QS
-54.8%
+102.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.6% |
| 7D | +1.6% | +8.0% | -6.4% | +1.4% |
| 30D | +16.1% | -2.8% | +18.9% | +16.1% |
| 3M | +15.5% | -28.1% | +43.6% | +16.3% |
| 6M | +19.6% | -41.0% | +60.6% | +20.8% |
| YTD | -3.6% | -57.3% | +53.7% | -1.9% |
| 1Y | +2.2% | -72.7% | +74.9% | +5.2% |
| 3Y | +30.1% | -18.6% | +48.8% | +25.8% |
| 5Y | +14.9% | -87.0% | +101.9% | +11.3% |
| All | +47.6% | -54.8% | +102.4% | +60.4% |
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