-18.6%
QS vs SFM
+96.9%
-115.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.6% |
| 7D | +2.2% | -5.8% | +8.0% | +2.7% |
| 30D | -8.1% | -11.4% | +3.3% | -7.1% |
| 3M | -27.0% | -12.2% | -14.8% | -26.4% |
| 6M | -16.4% | -5.2% | -11.3% | -16.9% |
| YTD | -46.4% | -4.5% | -41.9% | -46.8% |
| 1Y | -41.1% | -45.4% | +4.3% | -35.3% |
| 3Y | -18.6% | +91.1% | -109.7% | -61.7% |
| All | -18.6% | +96.9% | -115.5% | -61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling