-44.6%
QS vs SUI
-1.3%
-43.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -2.3% | -2.8% | +0.5% | -0.6% |
| 30D | -0.7% | -1.2% | +0.5% | -0.2% |
| 3M | -39.6% | -1.7% | -37.9% | -40.1% |
| 6M | -21.7% | -10.5% | -11.2% | -17.4% |
| YTD | -47.4% | -1.8% | -45.6% | -48.0% |
| 1Y | -28.4% | -4.1% | -24.3% | -28.1% |
| 3Y | -22.6% | +11.3% | -33.9% | -31.9% |
| 5Y | -75.6% | -32.1% | -43.5% | -73.3% |
| All | -44.6% | -1.3% | -43.3% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling