-60.8%
QS vs SM
+1,086.0%
-1,146.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +5.2% | -13.0% | -9.1% |
| 7D | -5.6% | +10.6% | -16.2% | -8.2% |
| 30D | -5.8% | -15.0% | +9.1% | -3.2% |
| 3M | -39.2% | +1.7% | -40.9% | -40.8% |
| 6M | -53.9% | +5.9% | -59.8% | -56.6% |
| YTD | -62.8% | +79.0% | -141.8% | -70.8% |
| 1Y | -73.5% | +84.7% | -158.2% | -79.5% |
| 3Y | -29.1% | -3.5% | -25.6% | -36.1% |
| 5Y | -90.0% | +4.9% | -94.9% | -91.5% |
| All | -60.8% | +1,086.0% | -1,146.8% | -72.9% |
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