+158.9%
SN vs QSR
+23.8%
+135.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.5% | -1.4% | +2.3% |
| 7D | +10.6% | +5.2% | +5.5% | +8.8% |
| 30D | +20.0% | +12.2% | +7.8% | +15.5% |
| 3M | +30.4% | +7.0% | +23.3% | +27.0% |
| 6M | +91.0% | -0.3% | +91.3% | +90.0% |
| YTD | +95.9% | +18.0% | +77.9% | +84.3% |
| 1Y | +158.9% | +22.6% | +136.2% | +130.4% |
| All | +158.9% | +23.8% | +135.1% | +130.4% |
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 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