+33.9%
QSR vs SFM
-41.4%
+75.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.2% |
| 7D | +2.4% | -0.1% | +2.5% | +2.4% |
| 30D | +7.6% | -4.4% | +12.0% | +7.7% |
| 3M | +12.6% | +1.5% | +11.1% | +12.6% |
| 6M | +14.4% | +6.5% | +7.9% | +14.0% |
| YTD | +19.6% | +2.2% | +17.4% | +19.6% |
| 1Y | +33.9% | -41.9% | +75.8% | +33.2% |
| All | +33.9% | -41.4% | +75.3% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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