+61.0%
SAP vs QS
-54.8%
+115.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.4% |
| 7D | +1.5% | +8.0% | -6.5% | +1.1% |
| 30D | +8.8% | -2.8% | +11.7% | +8.9% |
| 3M | +12.1% | -28.1% | +40.2% | +13.6% |
| 6M | +34.6% | -41.0% | +75.5% | +37.0% |
| YTD | -2.1% | -57.3% | +55.2% | +0.8% |
| 1Y | -5.5% | -72.7% | +67.1% | -0.7% |
| 3Y | +67.4% | -18.6% | +86.1% | +60.3% |
| 5Y | +74.6% | -87.0% | +161.6% | +72.0% |
| All | +61.0% | -54.8% | +115.9% | +61.5% |
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