+45.3%
SO vs QS
-19.7%
+65.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +1.0% |
| 7D | +1.0% | +2.2% | -1.2% | +1.0% |
| 30D | -3.2% | -8.1% | +4.9% | -3.2% |
| 3M | -1.7% | -27.0% | +25.3% | -1.8% |
| 6M | -7.2% | -16.4% | +9.2% | -7.3% |
| YTD | +4.6% | -46.4% | +50.9% | +4.5% |
| 1Y | +1.2% | -41.1% | +42.3% | +1.1% |
| 3Y | +45.3% | -18.6% | +63.9% | +44.0% |
| All | +45.3% | -19.7% | +65.0% | +44.0% |
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