-71.0%
SMR vs QS
-37.9%
-33.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -4.9% |
| 7D | +4.7% | -5.0% | +9.7% | +9.1% |
| 30D | +3.2% | -18.3% | +21.5% | +21.5% |
| 3M | +9.9% | -26.0% | +35.9% | +38.1% |
| 6M | -15.1% | -24.0% | +8.9% | +5.4% |
| YTD | -27.9% | -50.3% | +22.3% | +22.6% |
| All | -71.0% | -37.9% | -33.1% | -49.6% |
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