+262.8%
SGI vs QSR
+135.2%
+127.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.5% |
| 7D | -4.5% | -4.0% | -0.4% | -1.5% |
| 30D | +4.2% | +2.8% | +1.4% | +2.0% |
| 3M | -7.4% | +5.1% | -12.5% | -11.1% |
| 6M | -15.1% | +8.8% | -23.9% | -21.2% |
| YTD | -24.7% | +14.8% | -39.5% | -33.3% |
| 1Y | -21.8% | +25.7% | -47.5% | -35.7% |
| 3Y | +50.0% | +27.5% | +22.5% | +17.1% |
| 5Y | +48.9% | +41.3% | +7.7% | +5.0% |
| All | +262.8% | +135.2% | +127.6% | +70.2% |
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