+4,532.8%
SITM vs QSR
+47.4%
+4,485.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | +4.8% | -4.7% | +9.5% | +8.0% |
| 30D | -9.7% | +4.3% | -14.0% | -12.3% |
| 3M | -9.3% | +5.4% | -14.8% | -14.3% |
| 6M | +69.5% | +8.2% | +61.4% | +57.5% |
| YTD | +70.5% | +14.1% | +56.4% | +51.7% |
| 1Y | +145.3% | +28.1% | +117.1% | +100.9% |
| 3Y | +432.8% | +25.3% | +407.5% | +328.9% |
| 5Y | +174.0% | +40.4% | +133.6% | +99.1% |
| All | +4,532.8% | +47.4% | +4,485.4% | +2,412.9% |
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