+196.9%
QSR vs SM
+43.8%
+153.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.6% | -6.0% | -2.7% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | +5.9% | +31.5% | -25.6% | +3.5% |
| 3M | +10.5% | +17.3% | -6.9% | +8.7% |
| 6M | +7.7% | +48.5% | -40.8% | +3.6% |
| YTD | +16.8% | +106.3% | -89.5% | +9.2% |
| 1Y | +30.9% | +47.3% | -16.4% | +25.4% |
| 3Y | +28.2% | -1.4% | +29.6% | +24.8% |
| 5Y | +45.0% | +114.0% | -69.1% | +28.7% |
| 10Y | +127.3% | +12.5% | +114.8% | +66.3% |
| All | +196.9% | +43.8% | +153.0% | +91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling