+3.9%
SMR vs QSR
+9.0%
-5.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.4% | +17.6% | +13.2% |
| 7D | +21.4% | +0.1% | +21.3% | +21.1% |
| 30D | +13.8% | +5.9% | +7.9% | +20.2% |
| 3M | +3.9% | +10.5% | -6.6% | +14.4% |
| All | +3.9% | +9.0% | -5.1% | +14.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling