-90.9%
QS vs SFM
+116.0%
-206.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.3% |
| 7D | -14.0% | +6.0% | -20.1% | -14.6% |
| 30D | -6.4% | -19.5% | +13.1% | -4.3% |
| 3M | -40.3% | -37.0% | -3.2% | -37.3% |
| 6M | -57.5% | -41.0% | -16.5% | -55.2% |
| YTD | -64.7% | -34.6% | -30.0% | -63.5% |
| 1Y | -72.9% | -36.3% | -36.6% | -71.9% |
| 3Y | -33.5% | +24.5% | -58.0% | -43.6% |
| All | -90.9% | +116.0% | -206.9% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling