-38.0%
QS vs SAN
+49.3%
-87.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.5% |
| 7D | -5.0% | -2.8% | -2.2% | -2.9% |
| 30D | -18.3% | -0.5% | -17.8% | -18.0% |
| 3M | -26.0% | +22.7% | -48.7% | -35.8% |
| 6M | -24.0% | +28.8% | -52.8% | -36.1% |
| YTD | -50.3% | +26.3% | -76.5% | -58.5% |
| 1Y | -38.0% | +48.8% | -86.8% | -52.4% |
| All | -38.0% | +49.3% | -87.3% | -52.4% |
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