+21.8%
SU vs QS
-19.4%
+41.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.6% | +8.3% | +1.1% |
| 7D | +1.6% | -4.2% | +5.8% | +1.2% |
| 30D | +10.7% | -15.7% | +26.4% | +9.2% |
| 3M | +13.5% | -28.7% | +42.2% | +11.6% |
| 6M | +21.8% | -23.2% | +45.1% | +24.3% |
| All | +21.8% | -19.4% | +41.3% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling