+11.1%
SMR vs QS
-65.1%
+76.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.0% | +13.3% | +14.5% |
| 7D | +21.4% | +2.2% | +19.2% | +20.5% |
| 30D | +13.8% | -8.1% | +21.9% | +17.6% |
| 3M | +3.9% | -27.0% | +30.9% | +16.8% |
| 6M | -4.2% | -16.4% | +12.2% | +4.3% |
| YTD | -21.1% | -46.4% | +25.3% | -0.5% |
| 1Y | -67.1% | -41.1% | -26.0% | -58.7% |
| 3Y | +88.9% | -18.6% | +107.5% | +96.5% |
| All | +11.1% | -65.1% | +76.2% | +14.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling