+345.3%
SAN vs QSR
+135.2%
+210.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.0% |
| 7D | +0.2% | -4.0% | +4.2% | +2.1% |
| 30D | +0.9% | +2.8% | -1.8% | -0.4% |
| 3M | +19.1% | +5.1% | +14.0% | +15.7% |
| 6M | +33.2% | +8.8% | +24.4% | +26.6% |
| YTD | +29.1% | +14.8% | +14.3% | +18.8% |
| 1Y | +50.2% | +25.7% | +24.5% | +31.5% |
| 3Y | +351.0% | +27.5% | +323.5% | +280.6% |
| 5Y | +394.7% | +41.3% | +353.4% | +290.5% |
| All | +345.3% | +135.2% | +210.1% | +165.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling