+196.9%
QSR vs SFM
+152.4%
+44.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.5% | +4.1% | -1.9% |
| 7D | +0.1% | -5.8% | +5.9% | +0.4% |
| 30D | +5.9% | -11.4% | +17.3% | +6.7% |
| 3M | +10.5% | -12.2% | +22.7% | +11.2% |
| 6M | +7.7% | -5.2% | +12.9% | +7.7% |
| YTD | +16.8% | -4.5% | +21.3% | +16.6% |
| 1Y | +30.9% | -45.4% | +76.3% | +35.3% |
| 3Y | +28.2% | +91.1% | -62.9% | +19.9% |
| 5Y | +45.0% | +226.8% | -181.8% | +30.0% |
| 10Y | +127.3% | +291.9% | -164.6% | +98.3% |
| All | +196.9% | +152.4% | +44.5% | +179.5% |
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