+59.9%
SIRI vs QSR
+23.8%
+36.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +5.5% | +3.0% | +6.6% |
| 7D | +22.3% | +5.2% | +17.1% | +20.2% |
| 30D | +26.9% | +12.2% | +14.8% | +22.6% |
| 3M | +9.6% | +7.0% | +2.6% | +7.1% |
| 6M | +27.2% | -0.3% | +27.5% | +26.4% |
| YTD | +72.4% | +18.0% | +54.4% | +60.5% |
| 1Y | +59.9% | +22.6% | +37.3% | +46.9% |
| All | +59.9% | +23.8% | +36.1% | +46.9% |
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 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