-2.7%
SMCI vs QSR
+33.2%
-36.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.7% | +4.5% |
| 7D | +6.8% | +2.4% | +4.3% | +7.8% |
| 30D | +30.6% | +7.6% | +22.9% | +34.2% |
| 3M | -15.6% | +12.6% | -28.2% | -10.4% |
| 6M | +21.3% | +14.4% | +6.9% | +23.8% |
| YTD | +35.3% | +19.6% | +15.6% | +37.2% |
| 1Y | -2.7% | +33.9% | -36.6% | -1.3% |
| All | -2.7% | +33.2% | -36.0% | -1.3% |
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