-75.0%
QS vs SITM
+187.3%
-262.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.5% | -3.6% | -0.1% |
| 7D | -3.6% | +3.9% | -7.5% | -5.0% |
| 30D | -17.2% | -6.6% | -10.6% | -15.6% |
| 3M | -27.0% | -11.9% | -15.1% | -25.4% |
| 6M | -24.6% | +81.1% | -105.7% | -43.4% |
| YTD | -49.3% | +80.0% | -129.3% | -63.1% |
| 1Y | -40.3% | +145.8% | -186.2% | -62.3% |
| 3Y | -23.8% | +475.9% | -499.7% | -73.1% |
| All | -75.0% | +187.3% | -262.3% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling