+216.1%
SO vs QSR
+202.3%
+13.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.4% | -2.9% | +4.3% | +2.0% |
| 30D | +4.7% | +4.1% | +0.6% | +3.7% |
| 3M | +1.7% | -0.7% | +2.4% | +1.7% |
| 6M | +2.2% | +0.4% | +1.7% | +1.8% |
| YTD | +10.0% | +13.5% | -3.6% | +6.4% |
| 1Y | +6.0% | +11.0% | -4.9% | +3.1% |
| 3Y | +54.1% | +22.0% | +32.1% | +45.3% |
| 5Y | +79.6% | +57.1% | +22.6% | +58.9% |
| 10Y | +195.5% | +138.3% | +57.2% | +138.7% |
| All | +216.1% | +202.3% | +13.9% | +150.2% |
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 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