+309.7%
SN vs QS
-59.4%
+369.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.6% | +3.3% | -2.5% |
| 7D | -3.4% | -4.2% | +0.8% | -2.9% |
| 30D | -9.1% | -15.7% | +6.6% | -7.2% |
| 3M | +31.8% | -28.7% | +60.5% | +36.5% |
| 6M | +52.0% | -23.2% | +75.3% | +55.3% |
| YTD | +51.3% | -49.9% | +101.2% | +61.6% |
| 1Y | +46.9% | -38.8% | +85.7% | +48.5% |
| 3Y | +394.9% | -24.0% | +418.9% | +340.2% |
| All | +309.7% | -59.4% | +369.1% | +513.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling