+270.0%
SAP vs QSR
+218.5%
+51.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -2.9% | +2.4% | -5.3% | -3.7% |
| 30D | +9.0% | +7.6% | +1.4% | +6.2% |
| 3M | +14.9% | +12.6% | +2.3% | +10.3% |
| 6M | +11.9% | +14.4% | -2.5% | +6.4% |
| YTD | -9.9% | +19.6% | -29.5% | -15.9% |
| 1Y | -19.5% | +33.9% | -53.4% | -28.0% |
| 3Y | +61.8% | +27.1% | +34.7% | +45.5% |
| 5Y | +56.2% | +48.5% | +7.6% | +31.8% |
| 10Y | +180.6% | +126.2% | +54.4% | +98.7% |
| All | +270.0% | +218.5% | +51.5% | +143.1% |
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