+414.5%
SU vs QS
-47.0%
+461.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.6% | +8.3% | +1.9% |
| 7D | +1.6% | -4.2% | +5.8% | +1.7% |
| 30D | +10.7% | -15.7% | +26.4% | +11.4% |
| 3M | +13.5% | -28.7% | +42.2% | +14.6% |
| 6M | +21.8% | -23.2% | +45.1% | +22.3% |
| YTD | +58.8% | -49.9% | +108.8% | +62.0% |
| 1Y | +72.0% | -38.8% | +110.8% | +72.9% |
| 3Y | +121.7% | -24.0% | +145.7% | +113.9% |
| 5Y | +350.4% | -75.6% | +426.0% | +341.6% |
| All | +414.5% | -47.0% | +461.5% | +384.7% |
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