+38.3%
SPGI vs QS
-44.4%
+82.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.1% | -1.6% |
| 7D | +0.1% | -2.3% | +2.5% | +0.2% |
| 30D | +8.4% | -0.7% | +9.1% | +8.4% |
| 3M | +11.8% | -39.6% | +51.5% | +13.1% |
| 6M | +5.7% | -21.7% | +27.4% | +6.0% |
| YTD | -9.7% | -47.4% | +37.7% | -8.6% |
| 1Y | -12.5% | -28.4% | +15.9% | -12.8% |
| 3Y | +21.8% | -22.6% | +44.4% | +18.2% |
| 5Y | +8.2% | -75.6% | +83.8% | +4.9% |
| All | +38.3% | -44.4% | +82.7% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling