-24.8%
QS vs SUNB
+1.3%
-26.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.6% |
| 7D | -5.0% | +10.9% | -15.8% | -9.4% |
| 30D | -18.3% | -9.1% | -9.1% | -14.6% |
| 3M | -26.0% | -7.6% | -18.4% | -22.8% |
| 6M | -24.0% | +2.2% | -26.3% | -23.4% |
| All | -24.8% | +1.3% | -26.1% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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