+57.8%
SO vs QSR
+40.5%
+17.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | -1.1% | -4.0% | +2.9% | -0.2% |
| 30D | -5.0% | +2.8% | -7.8% | -5.6% |
| 3M | -5.8% | +5.1% | -10.9% | -6.9% |
| 6M | -7.9% | +8.8% | -16.7% | -9.8% |
| YTD | +2.4% | +14.8% | -12.4% | -1.0% |
| 1Y | -2.3% | +25.7% | -28.0% | -7.7% |
| 3Y | +41.9% | +27.5% | +14.3% | +31.8% |
| All | +57.8% | +40.5% | +17.3% | +36.8% |
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 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