+0.5%
SPGI vs QSR
+40.6%
-40.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.6% |
| 7D | -8.9% | -4.7% | -4.2% | -7.1% |
| 30D | +0.6% | +4.3% | -3.7% | -1.1% |
| 3M | +2.0% | +5.4% | -3.5% | -0.3% |
| 6M | +0.1% | +8.2% | -8.1% | -3.4% |
| YTD | -16.4% | +14.1% | -30.5% | -21.3% |
| 1Y | -18.9% | +28.1% | -47.0% | -27.4% |
| 3Y | +13.8% | +25.3% | -11.5% | -0.5% |
| 5Y | +0.5% | +40.4% | -39.9% | -21.2% |
| All | +0.5% | +40.6% | -40.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 5y: compounded portfolio wealth divided by compounded QSR 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…
5y analysis · Full analysis span regression · 6 months rolling