+133.1%
QSR vs SBAC
+87.1%
+46.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | 0.0% |
| 7D | -4.0% | -2.1% | -1.9% | -3.5% |
| 30D | +2.8% | +2.0% | +0.7% | +2.2% |
| 3M | +5.1% | -8.3% | +13.4% | +7.3% |
| 6M | +8.8% | +0.3% | +8.5% | +7.5% |
| YTD | +14.8% | -2.2% | +17.0% | +13.9% |
| 1Y | +25.7% | -4.6% | +30.4% | +25.4% |
| 3Y | +27.5% | -8.3% | +35.8% | +26.4% |
| 5Y | +41.3% | -42.8% | +84.1% | +59.8% |
| All | +133.1% | +87.1% | +46.0% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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