+63.1%
SYY vs QS
-46.4%
+109.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +1.0% |
| 7D | +3.9% | -3.6% | +7.6% | +4.1% |
| 30D | -1.7% | -17.2% | +15.5% | -1.2% |
| 3M | +5.2% | -27.0% | +32.1% | +6.0% |
| 6M | -0.2% | -24.6% | +24.4% | +0.2% |
| YTD | +15.4% | -49.3% | +64.7% | +17.2% |
| 1Y | +5.6% | -40.3% | +45.9% | +6.1% |
| 3Y | +28.9% | -23.8% | +52.7% | +25.1% |
| 5Y | +24.1% | -75.0% | +99.0% | +22.0% |
| All | +63.1% | -46.4% | +109.5% | +57.8% |
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 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