+398.8%
SN vs QS
-30.4%
+429.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.5% | +2.3% |
| 7D | +7.2% | +5.4% | +1.8% | +6.6% |
| 30D | +20.4% | -5.3% | +25.7% | +20.9% |
| 3M | +23.9% | -22.6% | +46.5% | +26.8% |
| 6M | +93.0% | -46.2% | +139.2% | +103.4% |
| YTD | +99.2% | -58.9% | +158.2% | +113.6% |
| 1Y | +142.6% | -73.1% | +215.7% | +169.6% |
| 3Y | +398.8% | -27.2% | +426.0% | +351.8% |
| All | +398.8% | -30.4% | +429.2% | +351.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling