+133.1%
QSR vs SFM
+271.4%
-138.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -4.0% | -10.6% | +6.6% | -3.4% |
| 30D | +2.8% | -15.5% | +18.2% | +3.7% |
| 3M | +5.1% | -17.4% | +22.5% | +6.2% |
| 6M | +8.8% | -3.4% | +12.2% | +8.7% |
| YTD | +14.8% | -8.7% | +23.5% | +15.0% |
| 1Y | +25.7% | -47.2% | +72.9% | +29.9% |
| 3Y | +27.5% | +82.7% | -55.2% | +20.4% |
| 5Y | +41.3% | +214.3% | -173.0% | +28.8% |
| All | +133.1% | +271.4% | -138.3% | +103.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling