+27.6%
QSR vs SM
-1.2%
+28.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -2.4% | -0.2% | -2.1% | -2.4% |
| 30D | +5.7% | +20.3% | -14.6% | +4.6% |
| 3M | +6.9% | +22.9% | -16.0% | +5.4% |
| 6M | +6.9% | +47.8% | -41.0% | +3.6% |
| YTD | +14.9% | +107.5% | -92.6% | +8.6% |
| 1Y | +29.1% | +51.7% | -22.6% | +24.5% |
| All | +27.6% | -1.2% | +28.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling