-12.1%
SGI vs QSR
+23.8%
-35.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.5% | +1.3% | +4.1% |
| 7D | +12.1% | +5.2% | +6.9% | +9.3% |
| 30D | +12.1% | +12.2% | -0.1% | +6.4% |
| 3M | +0.4% | +7.0% | -6.6% | -2.5% |
| 6M | -4.0% | -0.3% | -3.7% | -5.2% |
| YTD | -21.2% | +18.0% | -39.2% | -27.9% |
| 1Y | -12.1% | +22.6% | -34.7% | -21.8% |
| All | -12.1% | +23.8% | -35.9% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling