+25.7%
QSR vs SBAC
-2.5%
+28.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | -4.0% | -2.1% | -1.9% | -3.8% |
| 30D | +2.8% | +2.0% | +0.7% | +2.5% |
| 3M | +5.1% | -8.3% | +13.4% | +5.7% |
| 6M | +8.8% | +0.3% | +8.5% | +8.0% |
| YTD | +14.8% | -2.2% | +17.0% | +13.7% |
| 1Y | +25.7% | -4.6% | +30.4% | +22.8% |
| All | +25.7% | -2.5% | +28.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling