-62.8%
QS vs SAN
+556.0%
-618.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.8% | -5.5% |
| 7D | -14.0% | +4.0% | -18.0% | -15.6% |
| 30D | -6.4% | -7.8% | +1.5% | -2.5% |
| 3M | -40.3% | -16.4% | -23.9% | -34.7% |
| 6M | -57.5% | +3.5% | -61.0% | -57.9% |
| YTD | -64.7% | +6.7% | -71.4% | -65.7% |
| 1Y | -72.9% | +14.5% | -87.4% | -74.5% |
| 3Y | -33.5% | +243.5% | -277.0% | -63.6% |
| 5Y | -90.5% | +296.2% | -386.7% | -95.4% |
| All | -62.8% | +556.0% | -618.8% | -82.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling