-44.6%
QS vs SFM
+230.9%
-275.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.3% |
| 7D | -2.3% | -0.1% | -2.2% | -2.3% |
| 30D | -0.7% | -4.4% | +3.6% | -0.4% |
| 3M | -39.6% | +1.5% | -41.2% | -39.9% |
| 6M | -21.7% | +6.5% | -28.2% | -22.8% |
| YTD | -47.4% | +2.2% | -49.6% | -47.9% |
| 1Y | -28.4% | -41.9% | +13.5% | -24.7% |
| 3Y | -22.6% | +106.8% | -129.4% | -31.1% |
| 5Y | -75.6% | +231.6% | -307.2% | -78.1% |
| All | -44.6% | +230.9% | -275.5% | -69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling