+49.4%
SRE vs QS
-90.5%
+139.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +0.9% |
| 7D | +1.8% | -14.0% | +15.8% | +2.2% |
| 30D | -3.0% | -6.4% | +3.4% | -2.9% |
| 3M | -7.3% | -40.3% | +33.0% | -5.9% |
| 6M | -11.9% | -57.5% | +45.6% | -9.8% |
| YTD | -7.9% | -64.7% | +56.8% | -5.3% |
| 1Y | -11.1% | -72.9% | +61.7% | -7.8% |
| 3Y | +24.8% | -33.5% | +58.3% | +20.1% |
| All | +49.4% | -90.5% | +139.9% | +54.8% |
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