-75.6%
QS vs SAN
+384.1%
-459.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -5.8% |
| 7D | -4.2% | -0.5% | -3.7% | -3.9% |
| 30D | -15.7% | -0.1% | -15.6% | -15.7% |
| 3M | -28.7% | +19.6% | -48.3% | -36.5% |
| 6M | -23.2% | +32.7% | -55.9% | -35.9% |
| YTD | -49.9% | +26.7% | -76.6% | -57.2% |
| 1Y | -38.8% | +51.6% | -90.4% | -53.7% |
| 3Y | -24.0% | +348.7% | -372.8% | -74.4% |
| 5Y | -75.6% | +378.7% | -454.3% | -92.5% |
| All | -75.6% | +384.1% | -459.7% | -92.5% |
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