-18.6%
QS vs SM
-2.8%
-15.9%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.3% |
| 7D | +2.2% | -0.2% | +2.3% | +2.2% |
| 30D | -8.1% | +31.5% | -39.6% | -13.0% |
| 3M | -27.0% | +17.3% | -44.4% | -30.0% |
| 6M | -16.4% | +48.5% | -65.0% | -27.3% |
| YTD | -46.4% | +106.3% | -152.6% | -58.9% |
| 1Y | -41.1% | +47.3% | -88.4% | -49.4% |
| 3Y | -18.6% | -1.4% | -17.2% | -28.5% |
| All | -18.6% | -2.8% | -15.9% | -28.5% |
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