+48.2%
SAP vs QS
-44.4%
+92.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.4% | -0.9% |
| 7D | -2.9% | -2.3% | -0.6% | -2.8% |
| 30D | +9.0% | -0.7% | +9.7% | +9.0% |
| 3M | +14.9% | -39.6% | +54.6% | +17.2% |
| 6M | +11.9% | -21.7% | +33.6% | +12.5% |
| YTD | -9.9% | -47.4% | +37.5% | -8.0% |
| 1Y | -19.5% | -28.4% | +8.8% | -19.7% |
| 3Y | +61.8% | -22.6% | +84.4% | +55.4% |
| 5Y | +56.2% | -75.6% | +131.8% | +51.9% |
| All | +48.2% | -44.4% | +92.6% | +47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling