+479.5%
SPGI vs QSR
+218.5%
+261.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.1% | +2.4% | -2.3% | -0.8% |
| 30D | +8.4% | +7.6% | +0.8% | +5.1% |
| 3M | +11.8% | +12.6% | -0.8% | +6.4% |
| 6M | +5.7% | +14.4% | -8.7% | -0.3% |
| YTD | -9.7% | +19.6% | -29.3% | -16.6% |
| 1Y | -12.5% | +33.9% | -46.3% | -23.0% |
| 3Y | +21.8% | +27.1% | -5.3% | +7.4% |
| 5Y | +8.2% | +48.5% | -40.4% | -11.5% |
| 10Y | +309.5% | +126.2% | +183.3% | +164.3% |
| All | +479.5% | +218.5% | +261.0% | +237.2% |
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 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