+43.8%
SO vs QSR
+25.9%
+17.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | 0.0% | -2.4% | +2.4% | +0.5% |
| 30D | -2.5% | +5.7% | -8.2% | -3.6% |
| 3M | -4.2% | +6.9% | -11.1% | -5.5% |
| 6M | -7.7% | +6.9% | -14.5% | -8.9% |
| YTD | +3.8% | +14.9% | -11.1% | +0.9% |
| 1Y | +0.1% | +29.1% | -29.0% | -5.3% |
| All | +43.8% | +25.9% | +17.9% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling