-73.0%
QS vs SFM
+219.5%
-292.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.5% | +8.5% | +2.9% |
| 7D | +2.2% | -5.8% | +8.0% | +2.9% |
| 30D | -8.1% | -11.4% | +3.3% | -6.7% |
| 3M | -27.0% | -12.2% | -14.8% | -26.1% |
| 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% | -35.6% |
| 3Y | -18.6% | +91.1% | -109.7% | -36.0% |
| 5Y | -73.0% | +226.8% | -299.8% | -83.2% |
| All | -73.0% | +219.5% | -292.6% | -83.2% |
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