-75.6%
QS vs SGI
+56.1%
-131.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.9% | -4.7% | -5.2% |
| 7D | -4.2% | +0.6% | -4.8% | -4.6% |
| 30D | -15.7% | +5.5% | -21.2% | -19.3% |
| 3M | -28.7% | -3.6% | -25.1% | -27.7% |
| 6M | -23.2% | -15.0% | -8.2% | -15.2% |
| YTD | -49.9% | -23.0% | -26.9% | -40.6% |
| 1Y | -38.8% | -18.4% | -20.4% | -32.0% |
| 3Y | -24.0% | +57.8% | -81.8% | -53.0% |
| 5Y | -75.6% | +51.5% | -127.1% | -86.4% |
| All | -75.6% | +56.1% | -131.7% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling