+165.5%
SITM vs QSR
+33.2%
+132.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.1% | +6.7% | +6.5% |
| 7D | +9.7% | +2.4% | +7.3% | +9.9% |
| 30D | +12.7% | +7.6% | +5.1% | +13.2% |
| 3M | -13.4% | +12.6% | -26.1% | -14.6% |
| 6M | +59.6% | +14.4% | +45.2% | +59.2% |
| YTD | +73.3% | +19.6% | +53.7% | +70.7% |
| 1Y | +165.5% | +33.9% | +131.7% | +177.4% |
| All | +165.5% | +33.2% | +132.3% | +177.4% |
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