-89.4%
QS vs SAN
+300.6%
-390.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.6% | -4.8% | -5.0% |
| 7D | -5.0% | +3.4% | -8.4% | -7.0% |
| 30D | -1.4% | -6.3% | +4.9% | +2.6% |
| 3M | -33.6% | -14.1% | -19.5% | -26.8% |
| 6M | -47.6% | +4.2% | -51.7% | -48.7% |
| YTD | -59.6% | +9.0% | -68.6% | -62.0% |
| 1Y | -73.5% | +18.8% | -92.3% | -76.5% |
| 3Y | -23.0% | +252.0% | -275.1% | -69.0% |
| 5Y | -89.4% | +299.5% | -388.9% | -96.5% |
| All | -89.4% | +300.6% | -390.0% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling