-75.5%
SMR vs QSR
+28.6%
-104.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.6% | -16.3% | -15.5% |
| 7D | -11.2% | -4.0% | -7.2% | -12.1% |
| 30D | -10.2% | +2.8% | -13.0% | -9.6% |
| 3M | -10.0% | +5.1% | -15.1% | -8.9% |
| 6M | -30.5% | +8.8% | -39.3% | -31.6% |
| YTD | -39.2% | +14.8% | -54.1% | -40.1% |
| 1Y | -75.5% | +25.7% | -101.3% | -78.7% |
| All | -75.5% | +28.6% | -104.1% | -78.7% |
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 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