+106.1%
SO vs QS
-47.0%
+153.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | -0.7% |
| 7D | 0.0% | -4.2% | +4.3% | 0.0% |
| 30D | -2.5% | -15.7% | +13.2% | -2.5% |
| 3M | -4.2% | -28.7% | +24.5% | -4.1% |
| 6M | -7.7% | -23.2% | +15.6% | -7.7% |
| YTD | +3.8% | -49.9% | +53.7% | +3.9% |
| 1Y | +0.1% | -38.8% | +38.9% | 0.0% |
| 3Y | +44.2% | -24.0% | +68.2% | +43.5% |
| 5Y | +57.9% | -75.6% | +133.5% | +56.6% |
| All | +106.1% | -47.0% | +153.1% | +109.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling