+413.0%
SU vs QS
-46.4%
+459.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.2% |
| 7D | +2.2% | -3.6% | +5.9% | +2.3% |
| 30D | +8.4% | -17.2% | +25.7% | +9.1% |
| 3M | +12.1% | -27.0% | +39.1% | +13.1% |
| 6M | +19.7% | -24.6% | +44.2% | +20.2% |
| YTD | +58.4% | -49.3% | +107.7% | +61.5% |
| 1Y | +67.2% | -40.3% | +107.6% | +68.3% |
| 3Y | +125.0% | -23.8% | +148.8% | +117.1% |
| 5Y | +355.1% | -75.0% | +430.0% | +345.8% |
| All | +413.0% | -46.4% | +459.4% | +383.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling