-73.0%
QS vs SM
+111.2%
-184.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.6% | -1.6% | +1.0% |
| 7D | +2.2% | -0.2% | +2.3% | +2.2% |
| 30D | -8.1% | +31.5% | -39.6% | -15.2% |
| 3M | -27.0% | +17.3% | -44.4% | -31.6% |
| 6M | -16.4% | +48.5% | -65.0% | -29.7% |
| YTD | -46.4% | +106.3% | -152.6% | -60.3% |
| 1Y | -41.1% | +47.3% | -88.4% | -51.1% |
| 3Y | -18.6% | -1.4% | -17.2% | -26.9% |
| 5Y | -73.0% | +114.0% | -187.1% | -79.1% |
| All | -73.0% | +111.2% | -184.3% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling