+323.8%
SN vs QS
-56.5%
+380.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.8% |
| 7D | +0.1% | +2.2% | -2.1% | -0.2% |
| 30D | -5.6% | -8.1% | +2.5% | -4.7% |
| 3M | +48.1% | -27.0% | +75.1% | +52.9% |
| 6M | +57.6% | -16.4% | +74.1% | +59.3% |
| YTD | +56.5% | -46.4% | +102.9% | +65.7% |
| 1Y | +52.6% | -41.1% | +93.6% | +55.1% |
| 3Y | +412.0% | -18.6% | +430.6% | +351.5% |
| All | +323.8% | -56.5% | +380.3% | +529.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling