+49.7%
SRE vs QS
-62.6%
+112.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.9% | +0.8% |
| 7D | +1.8% | -14.0% | +15.8% | +1.9% |
| 30D | -3.0% | -6.4% | +3.4% | -2.9% |
| 3M | -7.3% | -40.3% | +33.0% | -6.7% |
| 6M | -11.9% | -57.5% | +45.6% | -11.0% |
| YTD | -7.9% | -64.7% | +56.8% | -6.8% |
| 1Y | -11.1% | -72.9% | +61.7% | -9.8% |
| 3Y | +24.8% | -33.5% | +58.3% | +23.6% |
| 5Y | +52.4% | -90.5% | +142.9% | +50.0% |
| All | +49.7% | -62.6% | +112.3% | +50.8% |
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 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