+518.8%
SPGI vs QSR
+202.3%
+316.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.2% | -2.9% | +4.2% | +2.5% |
| 30D | +15.9% | +4.1% | +11.8% | +14.0% |
| 3M | +12.3% | -0.7% | +13.0% | +12.5% |
| 6M | +23.7% | +0.4% | +23.2% | +23.2% |
| YTD | -3.5% | +13.5% | -17.1% | -9.0% |
| 1Y | +0.4% | +11.0% | -10.6% | -4.5% |
| 3Y | +29.9% | +22.0% | +7.9% | +16.5% |
| 5Y | +15.2% | +57.1% | -41.9% | -7.8% |
| 10Y | +337.2% | +138.3% | +198.9% | +179.0% |
| All | +518.8% | +202.3% | +316.6% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling