-28.4%
QS vs SM
+36.8%
-65.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.4% |
| 30D | -0.7% | +25.6% | -26.3% | +2.0% |
| 3M | -39.6% | +8.0% | -47.7% | -37.8% |
| 6M | -21.7% | +50.8% | -72.5% | -23.2% |
| YTD | -47.4% | +97.9% | -145.3% | -52.2% |
| 1Y | -28.4% | +33.8% | -62.2% | -30.3% |
| All | -28.4% | +36.8% | -65.1% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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