-89.4%
QS vs S
-67.1%
-22.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.1% |
| 7D | -5.0% | +1.2% | -6.2% | -5.5% |
| 30D | -1.4% | -7.3% | +5.9% | +1.6% |
| 3M | -33.6% | +5.9% | -39.5% | -37.3% |
| 6M | -47.6% | +45.6% | -93.2% | -58.0% |
| YTD | -59.6% | +58.5% | -118.1% | -69.8% |
| 1Y | -73.5% | +37.6% | -111.2% | -78.9% |
| 3Y | -23.0% | +51.7% | -74.7% | -47.6% |
| 5Y | -89.4% | -67.5% | -21.9% | -87.5% |
| All | -89.4% | -67.1% | -22.3% | -87.5% |
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