-71.3%
QS vs S
+36.5%
-107.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +5.9% | +7.1% |
| 7D | +4.5% | -8.2% | +12.7% | +6.6% |
| 30D | -4.1% | -7.6% | +3.5% | -2.5% |
| 3M | -22.1% | +12.0% | -34.1% | -25.1% |
| 6M | -38.4% | +50.6% | -89.0% | -45.5% |
| YTD | -57.5% | +56.6% | -114.1% | -63.4% |
| 1Y | -71.3% | +39.2% | -110.5% | -74.1% |
| All | -71.3% | +36.5% | -107.8% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling