+75.9%
SO vs QS
-87.1%
+163.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.8% | -5.4% | +1.3% |
| 7D | -1.1% | +13.7% | -14.8% | -1.2% |
| 30D | +8.6% | -0.2% | +8.8% | +8.6% |
| 3M | +1.8% | -24.8% | +26.6% | +2.0% |
| 6M | +3.6% | -39.4% | +43.0% | +3.9% |
| YTD | +9.9% | -56.1% | +66.1% | +10.6% |
| 1Y | +5.7% | -72.5% | +78.2% | +6.9% |
| 3Y | +52.5% | -16.3% | +68.8% | +49.0% |
| All | +75.9% | -87.1% | +163.0% | +71.1% |
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