-8.1%
SMR vs QS
-13.7%
+5.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.0% | +13.3% | +13.4% |
| 7D | +21.4% | +2.2% | +19.2% | +19.3% |
| 30D | +13.8% | -8.1% | +21.9% | +22.8% |
| 3M | +3.9% | -27.0% | +30.9% | +37.2% |
| All | -8.1% | -13.7% | +5.7% | +1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling