-18.5%
SPGI vs QS
-45.8%
+27.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.6% | +4.1% | -2.7% |
| 7D | -3.1% | -4.2% | +1.1% | -3.2% |
| 30D | +2.0% | -15.7% | +17.7% | +1.6% |
| 3M | +4.3% | -28.7% | +33.0% | +3.4% |
| 6M | -0.2% | -23.2% | +23.0% | -1.0% |
| YTD | -14.8% | -49.9% | +35.1% | -16.3% |
| 1Y | -18.5% | -38.8% | +20.3% | -16.3% |
| All | -18.5% | -45.8% | +27.2% | -16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling