+7.5%
SMR vs QSR
+61.9%
-54.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.9% |
| 7D | +13.1% | -2.4% | +15.4% | +13.6% |
| 30D | +17.8% | +5.7% | +12.1% | +16.0% |
| 3M | +8.1% | +6.9% | +1.2% | +5.5% |
| 6M | -11.1% | +6.9% | -18.0% | -14.1% |
| YTD | -23.7% | +14.9% | -38.6% | -28.3% |
| 1Y | -69.4% | +29.1% | -98.5% | -72.7% |
| 3Y | +82.6% | +26.1% | +56.5% | +67.2% |
| All | +7.5% | +61.9% | -54.4% | -14.3% |
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 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