-48.0%
SE vs QS
-75.8%
+27.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.8% | +8.6% | +3.0% |
| 7D | -1.5% | -5.6% | +4.1% | 0.0% |
| 30D | -22.3% | -5.8% | -16.5% | -21.2% |
| 3M | -41.8% | -39.2% | -2.6% | -33.1% |
| 6M | -22.4% | -53.9% | +31.5% | -4.5% |
| YTD | -41.6% | -62.8% | +21.2% | -25.4% |
| 1Y | -48.0% | -73.5% | +25.5% | -23.5% |
| All | -48.0% | -75.8% | +27.7% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling