-44.6%
QS vs SAN
+692.3%
-737.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +1.0% |
| 7D | -2.3% | +1.8% | -4.1% | -3.2% |
| 30D | -0.7% | +2.0% | -2.7% | -1.7% |
| 3M | -39.6% | +19.7% | -59.4% | -44.6% |
| 6M | -21.7% | +30.6% | -52.3% | -31.0% |
| YTD | -47.4% | +28.8% | -76.3% | -53.5% |
| 1Y | -28.4% | +57.8% | -86.1% | -42.4% |
| 3Y | -22.6% | +338.1% | -360.7% | -62.5% |
| 5Y | -75.6% | +384.2% | -459.8% | -89.3% |
| All | -44.6% | +692.3% | -737.0% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling