-43.5%
QS vs SIRI
-41.4%
-2.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | +2.2% | +4.3% | -2.1% | +0.1% |
| 30D | -8.1% | -2.8% | -5.2% | -7.1% |
| 3M | -27.0% | +5.9% | -32.9% | -29.3% |
| 6M | -16.4% | +31.9% | -48.4% | -26.1% |
| YTD | -46.4% | +48.7% | -95.0% | -55.5% |
| 1Y | -41.1% | +23.2% | -64.3% | -47.3% |
| 3Y | -18.6% | -23.9% | +5.2% | -14.8% |
| 5Y | -73.0% | -43.4% | -29.6% | -67.8% |
| All | -43.5% | -41.4% | -2.1% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling