-44.6%
QS vs SM
+1,218.8%
-1,263.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.2% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -0.7% | +26.3% | -27.0% | -6.9% |
| 3M | -39.6% | +8.7% | -48.3% | -41.9% |
| 6M | -21.7% | +51.7% | -73.4% | -33.4% |
| YTD | -47.4% | +99.0% | -146.5% | -59.1% |
| 1Y | -28.4% | +34.6% | -63.0% | -37.7% |
| 3Y | -22.6% | -7.8% | -14.8% | -28.0% |
| 5Y | -75.6% | +104.8% | -180.4% | -82.1% |
| All | -44.6% | +1,218.8% | -1,263.5% | -62.0% |
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