+5.2%
SSPC vs QS
-40.9%
+46.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +7.5% | +0.3% | +12.6% |
| 7D | +11.8% | +4.5% | +7.3% | +15.0% |
| 30D | +44.7% | -4.1% | +48.8% | +37.3% |
| 3M | -40.7% | -22.1% | -18.6% | -49.0% |
| All | +5.2% | -40.9% | +46.0% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling