+54.4%
SAP vs QSR
+40.6%
+13.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.9% | -1.3% |
| 7D | -5.1% | -4.7% | -0.4% | -3.3% |
| 30D | -1.8% | +4.3% | -6.1% | -3.4% |
| 3M | +20.9% | +5.4% | +15.5% | +18.5% |
| 6M | +7.0% | +8.2% | -1.2% | +3.3% |
| YTD | -13.7% | +14.1% | -27.9% | -18.7% |
| 1Y | -19.6% | +28.1% | -47.7% | -28.0% |
| 3Y | +52.4% | +25.3% | +27.1% | +33.6% |
| 5Y | +54.4% | +40.4% | +14.0% | +20.0% |
| All | +54.4% | +40.6% | +13.8% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling