-33.5%
QS vs SGI
+67.2%
-100.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.3% |
| 7D | -14.0% | -5.3% | -8.7% | -11.0% |
| 30D | -6.4% | -2.1% | -4.3% | -5.1% |
| 3M | -40.3% | -8.2% | -32.1% | -37.3% |
| 6M | -57.5% | -4.6% | -53.0% | -56.6% |
| YTD | -64.7% | -31.5% | -33.2% | -56.4% |
| 1Y | -72.9% | -30.8% | -42.1% | -66.8% |
| 3Y | -33.5% | +67.2% | -100.7% | -65.0% |
| All | -33.5% | +67.2% | -100.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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