-46.7%
QS vs SNY
+8.0%
-54.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -3.6% | -3.3% | -0.3% | -2.8% |
| 30D | -17.2% | -2.2% | -15.1% | -16.8% |
| 3M | -27.0% | -3.0% | -23.9% | -26.5% |
| 6M | -24.6% | +2.7% | -27.3% | -25.2% |
| YTD | -49.3% | -6.8% | -42.5% | -48.4% |
| 1Y | -40.3% | -5.3% | -35.1% | -39.5% |
| 3Y | -23.8% | -9.8% | -14.0% | -22.7% |
| 5Y | -75.0% | +9.7% | -84.6% | -75.8% |
| All | -46.7% | +8.0% | -54.7% | -54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling