+31.6%
SPGI vs QS
-20.8%
+52.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | +0.6% |
| 7D | -0.9% | +13.7% | -14.5% | -1.0% |
| 30D | +15.5% | -0.2% | +15.7% | +15.5% |
| 3M | +15.7% | -24.8% | +40.5% | +15.8% |
| 6M | +19.1% | -39.4% | +58.5% | +19.3% |
| YTD | -4.1% | -56.1% | +52.1% | -3.6% |
| 1Y | +1.2% | -72.5% | +73.7% | +2.3% |
| 3Y | +31.6% | -16.3% | +47.9% | +25.9% |
| All | +31.6% | -20.8% | +52.4% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling