-73.0%
QS vs S
-72.3%
-0.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +3.1% |
| 7D | +2.2% | -5.8% | +8.0% | +5.1% |
| 30D | -8.1% | -9.2% | +1.1% | -4.8% |
| 3M | -27.0% | +23.4% | -50.4% | -35.1% |
| 6M | -16.4% | +36.9% | -53.4% | -31.3% |
| YTD | -46.4% | +29.5% | -75.9% | -55.0% |
| 1Y | -41.1% | +5.4% | -46.5% | -45.2% |
| 3Y | -18.6% | +14.7% | -33.3% | -34.9% |
| 5Y | -73.0% | -71.5% | -1.5% | -63.2% |
| All | -73.0% | -72.3% | -0.7% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling