+453.5%
SGI vs QSR
+211.0%
+242.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +1.2% |
| 7D | +9.3% | +0.1% | +9.2% | +9.3% |
| 30D | +6.9% | +5.9% | +1.0% | +2.6% |
| 3M | +2.8% | +10.5% | -7.6% | -4.1% |
| 6M | -12.6% | +7.7% | -20.3% | -17.8% |
| YTD | -21.5% | +16.8% | -38.3% | -30.6% |
| 1Y | -18.8% | +30.9% | -49.6% | -33.9% |
| 3Y | +60.8% | +28.2% | +32.6% | +28.6% |
| 5Y | +60.0% | +45.0% | +15.0% | +15.5% |
| 10Y | +267.8% | +127.3% | +140.5% | +89.0% |
| All | +453.5% | +211.0% | +242.5% | +160.9% |
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