-14.4%
SMR vs QSR
+61.8%
-76.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.6% | -16.3% | -15.8% |
| 7D | -11.2% | -4.0% | -7.2% | -10.5% |
| 30D | -10.2% | +2.8% | -13.0% | -10.9% |
| 3M | -10.0% | +5.1% | -15.1% | -11.7% |
| 6M | -30.5% | +8.8% | -39.3% | -33.3% |
| YTD | -39.2% | +14.8% | -54.1% | -42.9% |
| 1Y | -75.5% | +25.7% | -101.3% | -77.9% |
| 3Y | +45.4% | +27.5% | +17.9% | +32.7% |
| All | -14.4% | +61.8% | -76.2% | -31.7% |
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