-38.8%
QS vs S
+5.0%
-43.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.1% | -6.7% | -6.6% |
| 7D | -4.2% | -1.2% | -3.0% | -3.8% |
| 30D | -15.7% | -12.6% | -3.1% | -12.3% |
| 3M | -28.7% | +27.6% | -56.2% | -35.3% |
| 6M | -23.2% | +35.5% | -58.7% | -33.3% |
| YTD | -49.9% | +29.6% | -79.5% | -55.6% |
| 1Y | -38.8% | +8.1% | -46.9% | -35.0% |
| All | -38.8% | +5.0% | -43.8% | -35.0% |
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