-44.6%
QS vs SGI
+241.8%
-286.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.3% |
| 7D | -2.3% | +8.5% | -10.9% | -7.2% |
| 30D | -0.7% | +0.7% | -1.4% | -1.7% |
| 3M | -39.6% | +0.6% | -40.3% | -40.4% |
| 6M | -21.7% | -17.9% | -3.8% | -13.2% |
| YTD | -47.4% | -21.2% | -26.2% | -40.3% |
| 1Y | -28.4% | -18.9% | -9.5% | -21.2% |
| 3Y | -22.6% | +52.6% | -75.2% | -43.6% |
| 5Y | -75.6% | +60.7% | -136.3% | -86.1% |
| All | -44.6% | +241.8% | -286.4% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling