+196.3%
SE vs QS
-19.7%
+216.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.9% |
| 7D | +0.6% | +2.2% | -1.6% | +0.4% |
| 30D | -0.1% | -8.1% | +8.0% | +0.8% |
| 3M | +34.1% | -27.0% | +61.2% | +37.8% |
| 6M | +23.2% | -16.4% | +39.7% | +25.1% |
| YTD | -11.2% | -46.4% | +35.2% | -7.0% |
| 1Y | -40.5% | -41.1% | +0.6% | -38.8% |
| 3Y | +196.3% | -18.6% | +214.9% | +208.8% |
| All | +196.3% | -19.7% | +216.0% | +208.8% |
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