+432.7%
SN vs QSR
+9.7%
+422.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | +1.4% | -3.9% | +5.3% | +2.7% |
| 30D | +16.6% | +5.9% | +10.7% | +14.4% |
| 3M | +18.3% | +1.7% | +16.6% | +17.3% |
| 6M | +103.1% | -1.9% | +104.9% | +103.5% |
| YTD | +96.7% | +13.6% | +83.1% | +87.6% |
| 1Y | +134.3% | +13.1% | +121.2% | +123.8% |
| 3Y | +425.2% | +21.8% | +403.4% | +378.9% |
| All | +432.7% | +9.7% | +422.9% | +442.8% |
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