-5.1%
SAP vs QSR
+12.9%
-18.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | -2.9% | +3.6% | +1.6% |
| 30D | +6.5% | +4.1% | +2.4% | +5.2% |
| 3M | +12.2% | -0.7% | +12.9% | +12.5% |
| 6M | +46.1% | +0.4% | +45.6% | +45.9% |
| YTD | -1.6% | +13.5% | -15.1% | -4.8% |
| 1Y | -5.1% | +11.0% | -16.1% | -7.5% |
| All | -5.1% | +12.9% | -18.0% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling