+309.7%
SN vs QSR
+11.0%
+298.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.8% |
| 7D | -3.4% | -2.4% | -1.0% | -2.7% |
| 30D | -9.1% | +5.7% | -14.8% | -10.9% |
| 3M | +31.8% | +6.9% | +24.8% | +28.6% |
| 6M | +52.0% | +6.9% | +45.2% | +48.4% |
| YTD | +51.3% | +14.9% | +36.4% | +43.8% |
| 1Y | +46.9% | +29.1% | +17.8% | +34.3% |
| 3Y | +394.9% | +26.1% | +368.8% | +345.8% |
| All | +309.7% | +11.0% | +298.7% | +316.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling