+63.7%
SE vs QSR
+21.7%
+42.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -0.5% | -2.9% | +2.4% | +0.5% |
| 30D | -20.9% | +4.1% | -25.1% | -22.0% |
| 3M | -38.9% | -0.7% | -38.2% | -38.8% |
| 6M | -19.4% | +0.4% | -19.9% | -19.7% |
| YTD | -40.9% | +13.5% | -54.5% | -44.5% |
| 1Y | -46.2% | +11.0% | -57.2% | -49.0% |
| 3Y | +63.7% | +22.0% | +41.7% | +75.5% |
| All | +63.7% | +21.7% | +42.0% | +75.5% |
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