-7.2%
SYK vs QS
-26.0%
+18.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.0% |
| 7D | -12.3% | -5.0% | -7.4% | -12.3% |
| 30D | -22.4% | -18.3% | -4.1% | -22.4% |
| 3M | -12.3% | -26.0% | +13.7% | -12.3% |
| 6M | -24.3% | -24.0% | -0.3% | -24.4% |
| YTD | -22.8% | -50.3% | +27.5% | -22.5% |
| 1Y | -28.8% | -38.0% | +9.2% | -29.6% |
| All | -7.2% | -26.0% | +18.8% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling