-33.5%
QS vs SM
-3.9%
-29.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.0% | -5.1% |
| 7D | -14.0% | +9.4% | -23.4% | -15.2% |
| 30D | -6.4% | -14.4% | +8.0% | -4.8% |
| 3M | -40.3% | +1.6% | -41.8% | -41.5% |
| 6M | -57.5% | +6.3% | -63.9% | -59.5% |
| YTD | -64.7% | +78.8% | -143.5% | -72.8% |
| 1Y | -72.9% | +83.1% | -156.0% | -79.4% |
| 3Y | -33.5% | -5.9% | -27.5% | -44.4% |
| All | -33.5% | -3.9% | -29.5% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling