+40.9%
QSR vs SM
+108.4%
-67.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -4.0% | +4.6% | -8.6% | -4.3% |
| 30D | +2.8% | +18.2% | -15.5% | +1.7% |
| 3M | +5.1% | +22.5% | -17.4% | +3.5% |
| 6M | +8.8% | +50.6% | -41.8% | +5.4% |
| YTD | +14.8% | +108.1% | -93.3% | +8.7% |
| 1Y | +25.7% | +46.0% | -20.3% | +21.6% |
| 3Y | +27.5% | +2.9% | +24.7% | +24.1% |
| All | +40.9% | +108.4% | -67.5% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling