-47.7%
QS vs SFM
+193.5%
-241.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.7% |
| 7D | -5.0% | -8.8% | +3.8% | -4.2% |
| 30D | -18.3% | -14.5% | -3.8% | -17.3% |
| 3M | -26.0% | -16.8% | -9.2% | -25.0% |
| 6M | -24.0% | -5.3% | -18.7% | -24.3% |
| YTD | -50.3% | -9.4% | -40.9% | -50.3% |
| 1Y | -38.0% | -46.2% | +8.2% | -34.5% |
| 3Y | -24.6% | +81.3% | -105.9% | -32.1% |
| 5Y | -75.4% | +211.9% | -287.3% | -77.4% |
| All | -47.7% | +193.5% | -241.2% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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