+53.9%
QSR vs SFM
+116.0%
-62.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -2.9% | +6.0% | -9.0% | -3.5% |
| 30D | +4.1% | -19.5% | +23.6% | +5.8% |
| 3M | -0.7% | -37.0% | +36.4% | +3.0% |
| 6M | +0.4% | -41.0% | +41.5% | +4.5% |
| YTD | +13.5% | -34.6% | +48.2% | +16.8% |
| 1Y | +11.0% | -36.3% | +47.2% | +14.4% |
| 3Y | +22.0% | +24.5% | -2.6% | +11.3% |
| All | +53.9% | +116.0% | -62.1% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling