+185.2%
SITM vs QSR
+40.5%
+144.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.2% |
| 7D | +3.9% | -4.0% | +7.9% | +6.2% |
| 30D | -6.6% | +2.8% | -9.3% | -8.2% |
| 3M | -11.9% | +5.1% | -17.0% | -16.1% |
| 6M | +81.1% | +8.8% | +72.3% | +68.5% |
| YTD | +80.0% | +14.8% | +65.1% | +60.3% |
| 1Y | +145.8% | +25.7% | +120.1% | +104.5% |
| 3Y | +475.9% | +27.5% | +448.4% | +347.8% |
| All | +185.2% | +40.5% | +144.7% | +80.9% |
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 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