-40.3%
QS vs SITM
+155.7%
-196.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | +0.4% |
| 7D | -3.6% | +3.9% | -7.5% | -4.7% |
| 30D | -17.2% | -6.6% | -10.6% | -16.0% |
| 3M | -27.0% | -11.9% | -15.1% | -25.6% |
| 6M | -24.6% | +81.1% | -105.7% | -37.9% |
| YTD | -49.3% | +80.0% | -129.3% | -59.1% |
| 1Y | -40.3% | +145.8% | -186.2% | -59.3% |
| All | -40.3% | +155.7% | -196.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling