-46.7%
QS vs SAN
+693.9%
-740.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +0.8% |
| 7D | -3.6% | +0.2% | -3.9% | -3.7% |
| 30D | -17.2% | +0.9% | -18.2% | -17.6% |
| 3M | -27.0% | +19.1% | -46.1% | -32.8% |
| 6M | -24.6% | +33.2% | -57.8% | -34.1% |
| YTD | -49.3% | +29.1% | -78.4% | -55.2% |
| 1Y | -40.3% | +50.2% | -90.6% | -51.0% |
| 3Y | -23.8% | +351.0% | -374.8% | -63.5% |
| 5Y | -75.0% | +394.7% | -469.6% | -89.0% |
| All | -46.7% | +693.9% | -740.6% | -77.1% |
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