+188.6%
QSR vs SFM
+72.7%
+115.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -2.9% | +6.0% | -9.0% | -3.4% |
| 30D | +4.1% | -19.5% | +23.6% | +5.5% |
| 3M | -0.7% | -37.0% | +36.4% | +2.2% |
| 6M | +0.4% | -41.0% | +41.5% | +3.6% |
| YTD | +13.5% | -34.6% | +48.2% | +16.0% |
| 1Y | +11.0% | -36.3% | +47.2% | +13.6% |
| 3Y | +22.0% | +24.5% | -2.6% | +17.3% |
| 5Y | +57.1% | +115.9% | -58.8% | +44.5% |
| 10Y | +138.3% | +139.5% | -1.2% | +115.6% |
| All | +188.6% | +72.7% | +115.9% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling