-85.6%
SMR vs QS
-71.4%
-14.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +7.5% | -12.0% | -11.5% |
| 7D | -9.5% | +4.5% | -14.0% | -13.8% |
| 30D | -33.2% | -4.1% | -29.1% | -31.1% |
| 3M | -45.9% | -22.1% | -23.8% | -32.4% |
| 6M | -57.9% | -38.4% | -19.5% | -36.7% |
| YTD | -63.8% | -57.5% | -6.3% | -17.4% |
| 1Y | -85.6% | -71.3% | -14.3% | -48.8% |
| All | -85.6% | -71.4% | -14.2% | -48.8% |
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 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