+4,789.7%
SITM vs QSR
+48.4%
+4,741.3%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.2% |
| 7D | +3.9% | -4.0% | +7.9% | +6.5% |
| 30D | -6.6% | +2.8% | -9.3% | -8.4% |
| 3M | -11.9% | +5.1% | -17.0% | -16.5% |
| 6M | +81.1% | +8.8% | +72.3% | +67.7% |
| YTD | +80.0% | +14.8% | +65.1% | +59.6% |
| 1Y | +145.8% | +25.7% | +120.1% | +104.0% |
| 3Y | +475.9% | +27.5% | +448.4% | +357.9% |
| 5Y | +189.2% | +41.3% | +148.0% | +109.4% |
| All | +4,789.7% | +48.4% | +4,741.3% | +2,542.7% |
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