-28.4%
QS vs SAN
+58.9%
-87.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +1.2% |
| 7D | -2.3% | +1.8% | -4.1% | -3.7% |
| 30D | -0.7% | +2.0% | -2.7% | -2.3% |
| 3M | -39.6% | +19.7% | -59.4% | -47.0% |
| 6M | -21.7% | +30.6% | -52.3% | -35.6% |
| YTD | -47.4% | +28.8% | -76.3% | -57.5% |
| 1Y | -28.4% | +57.8% | -86.1% | -51.8% |
| All | -28.4% | +58.9% | -87.3% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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