-25.3%
QS vs SITM
+423.6%
-448.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.3% |
| 7D | -5.0% | +4.8% | -9.8% | -6.2% |
| 30D | -18.3% | -9.7% | -8.6% | -16.3% |
| 3M | -26.0% | -9.3% | -16.7% | -25.2% |
| 6M | -24.0% | +69.5% | -93.6% | -36.4% |
| YTD | -50.3% | +70.5% | -120.8% | -59.3% |
| 1Y | -38.0% | +145.3% | -183.2% | -54.5% |
| All | -25.3% | +423.6% | -448.9% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling