+82.6%
SMR vs QS
-25.4%
+108.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.6% | +3.3% | -0.1% |
| 7D | +13.1% | -4.2% | +17.3% | +15.5% |
| 30D | +17.8% | -15.7% | +33.4% | +28.2% |
| 3M | +8.1% | -28.7% | +36.8% | +27.3% |
| 6M | -11.1% | -23.2% | +12.1% | +2.9% |
| YTD | -23.7% | -49.9% | +26.2% | +6.7% |
| 1Y | -69.4% | -38.8% | -30.6% | -59.1% |
| All | +82.6% | -25.4% | +108.0% | +82.6% |
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 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