+553.4%
SE vs QSR
+52.7%
+500.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -2.0% | -1.6% |
| 7D | -5.2% | -4.0% | -1.2% | -3.4% |
| 30D | -17.1% | +2.8% | -19.8% | -18.2% |
| 3M | +24.0% | +5.1% | +18.9% | +20.4% |
| 6M | +21.0% | +8.8% | +12.2% | +14.4% |
| YTD | -16.7% | +14.8% | -31.6% | -23.5% |
| 1Y | -45.9% | +25.7% | -71.7% | -52.8% |
| 3Y | +177.8% | +27.5% | +150.3% | +136.3% |
| 5Y | -67.4% | +41.3% | -108.6% | -73.7% |
| All | +553.4% | +52.7% | +500.6% | +378.1% |
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 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