+44.1%
SAP vs QS
-47.0%
+91.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.5% | -0.8% |
| 7D | -0.3% | -4.2% | +4.0% | -0.1% |
| 30D | +0.3% | -15.7% | +16.0% | +1.0% |
| 3M | +16.9% | -28.7% | +45.6% | +18.3% |
| 6M | +6.3% | -23.2% | +29.6% | +7.0% |
| YTD | -12.4% | -49.9% | +37.5% | -10.3% |
| 1Y | -21.6% | -38.8% | +17.2% | -21.1% |
| 3Y | +54.8% | -24.0% | +78.8% | +48.8% |
| 5Y | +56.2% | -75.6% | +131.8% | +52.2% |
| All | +44.1% | -47.0% | +91.1% | +43.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling