+338.3%
SU vs QS
-74.9%
+413.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.1% | -0.2% |
| 7D | +2.2% | -3.6% | +5.9% | +2.4% |
| 30D | +8.4% | -17.2% | +25.7% | +9.4% |
| 3M | +12.1% | -27.0% | +39.1% | +13.4% |
| 6M | +19.7% | -24.6% | +44.2% | +20.4% |
| YTD | +58.4% | -49.3% | +107.7% | +62.8% |
| 1Y | +67.2% | -40.3% | +107.6% | +68.4% |
| 3Y | +125.0% | -23.8% | +148.8% | +111.4% |
| All | +338.3% | -74.9% | +413.2% | +331.0% |
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 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