+56.8%
SRE vs QS
-47.4%
+104.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -0.7% | -5.0% | +4.3% | -0.6% |
| 30D | -1.7% | -18.3% | +16.6% | -1.5% |
| 3M | -7.1% | -26.0% | +18.9% | -6.8% |
| 6M | -8.4% | -24.0% | +15.7% | -8.2% |
| YTD | -3.5% | -50.3% | +46.8% | -2.8% |
| 1Y | +5.4% | -38.0% | +43.4% | +5.6% |
| 3Y | +29.5% | -24.6% | +54.1% | +28.1% |
| 5Y | +48.3% | -75.4% | +123.7% | +46.1% |
| All | +56.8% | -47.4% | +104.2% | +57.3% |
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