-18.6%
QS vs S
+13.8%
-32.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.9% |
| 7D | +2.2% | -5.8% | +8.0% | +4.5% |
| 30D | -8.1% | -9.2% | +1.1% | -5.4% |
| 3M | -27.0% | +23.4% | -50.4% | -33.6% |
| 6M | -16.4% | +36.9% | -53.4% | -28.7% |
| YTD | -46.4% | +29.5% | -75.9% | -53.4% |
| 1Y | -41.1% | +5.4% | -46.5% | -44.0% |
| 3Y | -18.6% | +14.7% | -33.3% | -40.1% |
| All | -18.6% | +13.8% | -32.4% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling