-62.8%
QS vs SM
+1,084.6%
-1,147.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.0% | -5.1% |
| 7D | -14.0% | +9.4% | -23.4% | -16.2% |
| 30D | -6.4% | -14.4% | +8.0% | -3.9% |
| 3M | -40.3% | +1.6% | -41.8% | -41.8% |
| 6M | -57.5% | +6.3% | -63.9% | -60.0% |
| YTD | -64.7% | +78.8% | -143.5% | -72.3% |
| 1Y | -72.9% | +83.1% | -156.0% | -78.9% |
| 3Y | -33.5% | -5.9% | -27.5% | -39.6% |
| 5Y | -90.5% | +4.8% | -95.3% | -92.0% |
| All | -62.8% | +1,084.6% | -1,147.4% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling