-95.2%
SNDQ vs QS
-45.3%
-49.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +9.0% |
| 7D | +11.6% | -3.6% | +15.3% | +6.7% |
| 30D | -45.1% | -17.2% | -27.8% | -56.2% |
| 3M | -68.6% | -27.0% | -41.6% | -72.9% |
| All | -95.2% | -45.3% | -49.9% | -95.9% |
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 · Available span rolling