+121.4%
SAN vs QSR
+202.3%
-80.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +4.0% | -2.9% | +6.9% | +5.5% |
| 30D | -7.8% | +4.1% | -12.0% | -9.6% |
| 3M | -16.4% | -0.7% | -15.7% | -16.3% |
| 6M | +3.5% | +0.4% | +3.1% | +2.5% |
| YTD | +6.7% | +13.5% | -6.8% | -1.5% |
| 1Y | +14.5% | +11.0% | +3.5% | +6.8% |
| 3Y | +243.5% | +22.0% | +221.5% | +197.1% |
| 5Y | +296.2% | +57.1% | +239.1% | +197.2% |
| 10Y | +268.5% | +138.3% | +130.2% | +114.4% |
| All | +121.4% | +202.3% | -80.9% | +17.2% |
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 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