-5.9%
SAP vs QS
-71.4%
+65.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.3% | +4.0% |
| 7D | +1.3% | +4.5% | -3.2% | +1.2% |
| 30D | +15.5% | -4.1% | +19.7% | +15.5% |
| 3M | +22.8% | -22.1% | +44.9% | +23.1% |
| 6M | +42.5% | -38.4% | +80.9% | +42.7% |
| YTD | +0.5% | -57.5% | +58.0% | +0.2% |
| 1Y | -5.9% | -71.3% | +65.4% | -2.6% |
| All | -5.9% | -71.4% | +65.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling