-37.5%
QS vs SM
+50.7%
-88.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.6% | -7.2% | -6.6% |
| 7D | -4.2% | -0.2% | -4.0% | -4.2% |
| 30D | -15.7% | +20.3% | -36.0% | -13.9% |
| 3M | -28.7% | +22.9% | -51.6% | -26.1% |
| 6M | -23.2% | +47.8% | -71.1% | -23.5% |
| YTD | -49.9% | +107.5% | -157.4% | -54.9% |
| All | -37.5% | +50.7% | -88.2% | -36.9% |
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 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