+204.1%
QSR vs SBAC
+88.8%
+115.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +2.4% | -0.8% | +3.2% | +2.7% |
| 30D | +7.6% | +6.9% | +0.7% | +5.5% |
| 3M | +12.6% | -8.2% | +20.9% | +15.1% |
| 6M | +14.4% | -1.6% | +16.0% | +13.6% |
| YTD | +19.6% | -0.1% | +19.7% | +17.8% |
| 1Y | +33.9% | -0.5% | +34.3% | +31.8% |
| 3Y | +27.1% | -9.1% | +36.2% | +26.2% |
| 5Y | +48.5% | -43.8% | +92.3% | +70.5% |
| 10Y | +126.2% | +80.5% | +45.7% | +57.8% |
| All | +204.1% | +88.8% | +115.3% | +104.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling