+166.2%
SAN vs QSR
+211.0%
-44.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | +0.7% |
| 7D | +3.3% | +0.1% | +3.3% | +3.3% |
| 30D | +1.1% | +5.9% | -4.8% | -1.7% |
| 3M | +22.2% | +10.5% | +11.7% | +15.9% |
| 6M | +36.0% | +7.7% | +28.3% | +29.9% |
| YTD | +28.2% | +16.8% | +11.5% | +17.1% |
| 1Y | +54.1% | +30.9% | +23.3% | +32.3% |
| 3Y | +354.2% | +28.2% | +326.1% | +283.4% |
| 5Y | +387.3% | +45.0% | +342.3% | +281.7% |
| 10Y | +334.8% | +127.3% | +207.5% | +158.4% |
| All | +166.2% | +211.0% | -44.8% | +39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling