+47.5%
SGI vs QSR
+40.6%
+6.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -4.9% | -4.7% | -0.2% | -2.3% |
| 30D | +1.6% | +4.3% | -2.7% | -0.9% |
| 3M | -3.2% | +5.4% | -8.6% | -6.2% |
| 6M | -16.0% | +8.2% | -24.2% | -20.5% |
| YTD | -25.4% | +14.1% | -39.5% | -31.9% |
| 1Y | -21.6% | +28.1% | -49.7% | -33.5% |
| 3Y | +52.9% | +25.3% | +27.6% | +26.5% |
| 5Y | +47.5% | +40.4% | +7.1% | -0.2% |
| All | +47.5% | +40.6% | +6.9% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling