-47.3%
QS vs SITM
+800.0%
-847.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.5% | -5.1% | -6.1% |
| 7D | -4.2% | +3.7% | -7.9% | -5.5% |
| 30D | -15.7% | -14.5% | -1.2% | -11.5% |
| 3M | -28.7% | -10.6% | -18.1% | -27.6% |
| 6M | -23.2% | +65.5% | -88.8% | -38.9% |
| YTD | -49.9% | +67.0% | -116.9% | -61.3% |
| 1Y | -38.8% | +138.6% | -177.4% | -59.1% |
| 3Y | -24.0% | +421.8% | -445.8% | -68.0% |
| 5Y | -75.6% | +172.4% | -248.0% | -88.0% |
| All | -47.3% | +800.0% | -847.3% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling