+59.5%
SRE vs QS
-43.2%
+102.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.7% |
| 7D | +1.4% | +2.2% | -0.8% | +1.4% |
| 30D | +1.9% | -8.1% | +10.0% | +2.0% |
| 3M | -3.3% | -27.0% | +23.7% | -3.0% |
| 6M | -6.4% | -16.4% | +10.0% | -6.4% |
| YTD | -1.8% | -46.4% | +44.5% | -1.2% |
| 1Y | +10.7% | -41.1% | +51.8% | +11.1% |
| 3Y | +31.8% | -18.6% | +50.4% | +30.2% |
| 5Y | +49.2% | -73.0% | +122.3% | +46.9% |
| All | +59.5% | -43.2% | +102.8% | +59.9% |
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