+158.9%
SN vs QS
-71.4%
+230.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.5% | -3.4% | +3.0% |
| 7D | +10.6% | +4.5% | +6.2% | +9.9% |
| 30D | +20.0% | -4.1% | +24.1% | +20.4% |
| 3M | +30.4% | -22.1% | +52.5% | +34.6% |
| 6M | +91.0% | -38.4% | +129.4% | +101.7% |
| YTD | +95.9% | -57.5% | +153.4% | +109.3% |
| 1Y | +158.9% | -71.3% | +230.2% | +183.9% |
| All | +158.9% | -71.4% | +230.3% | +183.9% |
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 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