+56.2%
SAP vs QSR
+25.9%
+30.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -0.3% | -2.4% | +2.1% | +0.4% |
| 30D | +0.3% | +5.7% | -5.4% | -1.3% |
| 3M | +16.9% | +6.9% | +10.0% | +14.9% |
| 6M | +6.3% | +6.9% | -0.5% | +4.1% |
| YTD | -12.4% | +14.9% | -27.3% | -16.1% |
| 1Y | -21.6% | +29.1% | -50.7% | -27.6% |
| All | +56.2% | +25.9% | +30.3% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling