+254.8%
SYF vs QS
-47.4%
+302.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.4% |
| 7D | -5.5% | -5.0% | -0.6% | -5.1% |
| 30D | -3.9% | -18.3% | +14.4% | -2.2% |
| 3M | +8.9% | -26.0% | +34.9% | +11.3% |
| 6M | +16.2% | -24.0% | +40.3% | +17.9% |
| YTD | -8.4% | -50.3% | +41.8% | -4.0% |
| 1Y | +2.6% | -38.0% | +40.6% | +4.4% |
| 3Y | +156.4% | -24.6% | +181.0% | +142.3% |
| 5Y | +78.2% | -75.4% | +153.6% | +73.0% |
| All | +254.8% | -47.4% | +302.2% | +226.6% |
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