+45.5%
SRE vs QS
-74.9%
+120.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -0.8% | -3.6% | +2.8% | -0.7% |
| 30D | -3.0% | -17.2% | +14.2% | -2.5% |
| 3M | -8.3% | -27.0% | +18.7% | -7.7% |
| 6M | -8.9% | -24.6% | +15.7% | -8.6% |
| YTD | -4.3% | -49.3% | +45.1% | -2.8% |
| 1Y | +2.7% | -40.3% | +43.1% | +3.2% |
| 3Y | +28.7% | -23.8% | +52.5% | +24.6% |
| All | +45.5% | -74.9% | +120.4% | +38.6% |
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