-77.8%
SE vs QS
-88.0%
+10.2%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.4% | +1.7% | -2.2% |
| 7D | -7.7% | -5.0% | -2.8% | -6.5% |
| 30D | -22.8% | -1.4% | -21.4% | -22.8% |
| 3M | -43.7% | -33.6% | -10.1% | -37.8% |
| 6M | -12.8% | -47.6% | +34.8% | +1.0% |
| YTD | -42.0% | -59.6% | +17.6% | -29.2% |
| 1Y | -48.0% | -73.5% | +25.5% | -29.5% |
| 3Y | +62.7% | -23.0% | +85.7% | +11.7% |
| 5Y | -77.8% | -89.4% | +11.6% | -64.8% |
| All | -77.8% | -88.0% | +10.2% | -64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling