+56.5%
SAP vs QS
-19.7%
+76.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -1.8% |
| 7D | -0.3% | +2.2% | -2.5% | -0.3% |
| 30D | +2.6% | -8.1% | +10.6% | +2.9% |
| 3M | +16.3% | -27.0% | +43.3% | +17.3% |
| 6M | +6.4% | -16.4% | +22.8% | +6.5% |
| YTD | -11.4% | -46.4% | +34.9% | -9.9% |
| 1Y | -20.4% | -41.1% | +20.7% | -20.0% |
| 3Y | +56.5% | -18.6% | +75.1% | +49.6% |
| All | +56.5% | -19.7% | +76.2% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling