+53.9%
QSR vs SM
+5.5%
+48.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.9% | +9.4% | -12.3% | -3.4% |
| 30D | +4.1% | -14.4% | +18.5% | +4.8% |
| 3M | -0.7% | +1.6% | -2.2% | -1.2% |
| 6M | +0.4% | +6.3% | -5.9% | -0.7% |
| YTD | +13.5% | +78.8% | -65.3% | +7.8% |
| 1Y | +11.0% | +83.1% | -72.2% | +5.2% |
| 3Y | +22.0% | -5.9% | +27.9% | +18.8% |
| All | +53.9% | +5.5% | +48.4% | +46.2% |
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