+56.5%
SYY vs QS
-43.2%
+99.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.3% |
| 7D | -2.8% | +2.2% | -5.0% | -2.8% |
| 30D | -5.3% | -8.1% | +2.8% | -5.1% |
| 3M | +5.1% | -27.0% | +32.1% | +5.9% |
| 6M | -5.0% | -16.4% | +11.5% | -4.9% |
| YTD | +10.7% | -46.4% | +57.1% | +12.3% |
| 1Y | +0.7% | -41.1% | +41.8% | +1.2% |
| 3Y | +24.0% | -18.6% | +42.7% | +20.2% |
| 5Y | +19.3% | -73.0% | +92.3% | +17.0% |
| All | +56.5% | -43.2% | +99.8% | +51.2% |
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