-46.7%
QS vs SIRI
-40.7%
-6.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -3.6% | +0.6% | -4.2% | -3.9% |
| 30D | -17.2% | +2.5% | -19.7% | -18.2% |
| 3M | -27.0% | +6.6% | -33.6% | -29.4% |
| 6M | -24.6% | +32.9% | -57.4% | -33.5% |
| YTD | -49.3% | +50.5% | -99.8% | -58.2% |
| 1Y | -40.3% | +28.0% | -68.3% | -47.5% |
| 3Y | -23.8% | -22.4% | -1.4% | -20.9% |
| 5Y | -75.0% | -41.3% | -33.7% | -70.5% |
| All | -46.7% | -40.7% | -6.0% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling