-46.7%
QS vs SM
+1,278.9%
-1,325.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.0% |
| 7D | -3.6% | +4.6% | -8.2% | -4.8% |
| 30D | -17.2% | +18.2% | -35.5% | -21.0% |
| 3M | -27.0% | +22.5% | -49.5% | -32.0% |
| 6M | -24.6% | +50.6% | -75.1% | -35.5% |
| YTD | -49.3% | +108.1% | -157.4% | -61.1% |
| 1Y | -40.3% | +46.0% | -86.3% | -49.3% |
| 3Y | -23.8% | +2.9% | -26.7% | -31.2% |
| 5Y | -75.0% | +112.6% | -187.5% | -81.8% |
| All | -46.7% | +1,278.9% | -1,325.6% | -63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling