+148.0%
SN vs QS
-74.4%
+222.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.2% | +8.0% | +3.7% |
| 7D | +1.5% | -14.0% | +15.6% | +4.1% |
| 30D | +21.5% | -6.4% | +27.9% | +22.7% |
| 3M | +20.0% | -40.3% | +60.3% | +30.0% |
| 6M | +119.9% | -57.5% | +177.4% | +148.9% |
| YTD | +102.3% | -64.7% | +167.0% | +125.4% |
| 1Y | +148.0% | -72.9% | +220.9% | +186.0% |
| All | +148.0% | -74.4% | +222.4% | +186.0% |
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