+2.5%
SO vs QS
-43.3%
+45.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | -0.1% |
| 7D | +0.8% | -5.0% | +5.7% | +0.5% |
| 30D | +7.8% | -1.4% | +9.2% | +7.8% |
| 3M | +2.9% | -33.6% | +36.5% | 0.0% |
| 6M | +2.5% | -47.6% | +50.0% | -1.5% |
| All | +2.5% | -43.3% | +45.7% | -1.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling