-75.5%
QS vs SIRI
-42.0%
-33.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.3% |
| 7D | -5.0% | -3.0% | -2.0% | -3.7% |
| 30D | -18.3% | +1.3% | -19.6% | -18.8% |
| 3M | -26.0% | +5.6% | -31.6% | -28.2% |
| 6M | -24.0% | +35.2% | -59.2% | -33.4% |
| YTD | -50.3% | +49.1% | -99.4% | -58.7% |
| 1Y | -38.0% | +26.8% | -64.7% | -45.1% |
| 3Y | -24.6% | -23.7% | -0.9% | -21.2% |
| All | -75.5% | -42.0% | -33.5% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling