-33.5%
QS vs SUI
+18.2%
-51.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.6% |
| 7D | -14.0% | -1.5% | -12.5% | -13.4% |
| 30D | -6.4% | +3.7% | -10.1% | -8.2% |
| 3M | -40.3% | -0.4% | -39.9% | -40.4% |
| 6M | -57.5% | -2.8% | -54.7% | -57.7% |
| YTD | -64.7% | -1.6% | -63.1% | -65.2% |
| 1Y | -72.9% | -2.1% | -70.8% | -73.3% |
| 3Y | -33.5% | +18.5% | -51.9% | -50.7% |
| All | -33.5% | +18.2% | -51.6% | -50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling