-19.8%
SE vs QS
-47.4%
+27.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.8% |
| 7D | -4.8% | -5.0% | +0.2% | -4.0% |
| 30D | -18.1% | -18.3% | +0.2% | -15.6% |
| 3M | +30.6% | -26.0% | +56.6% | +35.9% |
| 6M | +20.8% | -24.0% | +44.8% | +24.7% |
| YTD | -15.6% | -50.3% | +34.7% | -7.7% |
| 1Y | -44.2% | -38.0% | -6.2% | -42.4% |
| 3Y | +181.5% | -24.6% | +206.1% | +152.3% |
| 5Y | -66.9% | -75.4% | +8.5% | -67.2% |
| All | -19.8% | -47.4% | +27.6% | -11.7% |
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