+101.7%
SMR vs QS
-32.2%
+134.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.8% | -0.8% |
| 7D | -8.3% | -14.0% | +5.8% | -1.2% |
| 30D | -20.1% | -6.4% | -13.7% | -17.2% |
| 3M | -52.7% | -40.3% | -12.4% | -39.0% |
| 6M | -61.0% | -57.5% | -3.5% | -41.1% |
| YTD | -67.1% | -64.7% | -2.4% | -45.9% |
| 1Y | -79.9% | -72.9% | -7.0% | -63.0% |
| 3Y | +101.7% | -33.5% | +135.2% | +121.5% |
| All | +101.7% | -32.2% | +134.0% | +121.5% |
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