+1.5%
SMR vs QS
-67.7%
+69.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | +4.7% | -5.0% | +9.7% | +6.7% |
| 30D | +3.2% | -18.3% | +21.5% | +11.3% |
| 3M | +9.9% | -26.0% | +35.9% | +22.9% |
| 6M | -15.1% | -24.0% | +8.9% | -4.4% |
| YTD | -27.9% | -50.3% | +22.3% | -6.6% |
| 1Y | -70.2% | -38.0% | -32.3% | -62.8% |
| 3Y | +72.5% | -24.6% | +97.1% | +84.4% |
| All | +1.5% | -67.7% | +69.2% | +7.8% |
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 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