+236.6%
SAP vs QSR
+137.6%
+99.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | -2.9% | +3.6% | +1.7% |
| 30D | +6.5% | +4.1% | +2.4% | +4.9% |
| 3M | +12.2% | -0.7% | +12.9% | +12.4% |
| 6M | +46.1% | +0.4% | +45.6% | +45.5% |
| YTD | -1.6% | +13.5% | -15.1% | -6.8% |
| 1Y | -5.1% | +11.0% | -16.1% | -9.4% |
| 3Y | +68.4% | +22.0% | +46.4% | +52.5% |
| 5Y | +79.4% | +57.1% | +22.4% | +46.7% |
| All | +236.6% | +137.6% | +99.0% | +119.3% |
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 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