+148.0%
SN vs QSR
+12.9%
+135.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.9% |
| 7D | +1.5% | -2.9% | +4.5% | +2.5% |
| 30D | +21.5% | +4.1% | +17.4% | +19.9% |
| 3M | +20.0% | -0.7% | +20.7% | +19.9% |
| 6M | +119.9% | +0.4% | +119.5% | +118.2% |
| YTD | +102.3% | +13.5% | +88.8% | +94.1% |
| 1Y | +148.0% | +11.0% | +137.0% | +143.2% |
| All | +148.0% | +12.9% | +135.1% | +143.2% |
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