-43.5%
QS vs SUI
-2.8%
-40.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.9% |
| 7D | +2.2% | -3.1% | +5.3% | +4.1% |
| 30D | -8.1% | -2.3% | -5.7% | -6.9% |
| 3M | -27.0% | -2.8% | -24.2% | -27.0% |
| 6M | -16.4% | -12.4% | -4.1% | -10.6% |
| YTD | -46.4% | -3.3% | -43.0% | -46.5% |
| 1Y | -41.1% | -5.8% | -35.3% | -40.2% |
| 3Y | -18.6% | +12.5% | -31.1% | -29.1% |
| 5Y | -73.0% | -32.9% | -40.2% | -70.3% |
| All | -43.5% | -2.8% | -40.7% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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