+115.8%
SO vs QS
-60.6%
+176.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.8% | +6.4% | -1.4% |
| 7D | -0.9% | -5.6% | +4.7% | -0.9% |
| 30D | +4.9% | -5.8% | +10.8% | +5.0% |
| 3M | +0.8% | -39.2% | +40.0% | +0.8% |
| 6M | +0.6% | -53.9% | +54.5% | +0.7% |
| YTD | +8.7% | -62.8% | +71.4% | +8.8% |
| 1Y | +4.0% | -73.5% | +77.5% | +4.2% |
| 3Y | +50.6% | -29.1% | +79.6% | +49.8% |
| 5Y | +77.5% | -90.0% | +167.5% | +75.5% |
| All | +115.8% | -60.6% | +176.4% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling