+589.4%
SE vs QSR
+59.1%
+530.2%
-90.5%
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 | -6.1% | +2.4% | -8.5% | -7.2% |
| 30D | -2.5% | +7.6% | -10.1% | -5.9% |
| 3M | +21.7% | +12.6% | +9.1% | +14.3% |
| 6M | +27.0% | +14.4% | +12.6% | +17.4% |
| YTD | -12.1% | +19.6% | -31.8% | -20.8% |
| 1Y | -40.9% | +33.9% | -74.8% | -50.0% |
| 3Y | +191.0% | +27.1% | +163.9% | +148.4% |
| 5Y | -68.3% | +48.5% | -116.8% | -75.0% |
| All | +589.4% | +59.1% | +530.2% | +394.7% |
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