-56.8%
QS vs SUI
+0.4%
-57.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +5.0% |
| 7D | +5.4% | +6.2% | -0.8% | +1.7% |
| 30D | -5.3% | +8.6% | -13.9% | -10.4% |
| 3M | -22.6% | +1.0% | -23.6% | -23.6% |
| 6M | -46.2% | -2.6% | -43.6% | -46.5% |
| YTD | -58.9% | -0.1% | -58.8% | -60.0% |
| 1Y | -73.1% | +0.5% | -73.6% | -74.0% |
| 3Y | -27.2% | +15.3% | -42.5% | -37.7% |
| 5Y | -86.2% | -26.1% | -60.1% | -85.2% |
| All | -56.8% | +0.4% | -57.2% | -58.6% |
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