+319.5%
SN vs QS
-57.4%
+376.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.1% |
| 7D | -9.3% | -2.3% | -7.0% | -9.0% |
| 30D | -4.8% | -0.7% | -4.1% | -4.8% |
| 3M | +40.4% | -39.6% | +80.1% | +48.3% |
| 6M | +50.9% | -21.7% | +72.7% | +53.8% |
| YTD | +54.9% | -47.4% | +102.4% | +64.5% |
| 1Y | +43.0% | -28.4% | +71.4% | +40.8% |
| 3Y | +391.8% | -22.6% | +414.4% | +344.1% |
| All | +319.5% | -57.4% | +376.9% | +524.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling