+181.6%
SE vs QSR
+25.0%
+156.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | -4.8% | -4.7% | -0.1% | -3.4% |
| 30D | -18.1% | +4.3% | -22.4% | -19.2% |
| 3M | +30.6% | +5.4% | +25.2% | +28.2% |
| 6M | +20.8% | +8.2% | +12.6% | +16.1% |
| YTD | -15.6% | +14.1% | -29.7% | -20.6% |
| 1Y | -44.2% | +28.1% | -72.3% | -50.3% |
| All | +181.6% | +25.0% | +156.6% | +166.9% |
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