+286.6%
SONY vs QSR
+135.2%
+151.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.7% | -4.0% | +1.3% | -1.5% |
| 30D | +1.5% | +2.8% | -1.2% | +0.8% |
| 3M | +13.0% | +5.1% | +7.9% | +11.4% |
| 6M | +11.2% | +8.8% | +2.4% | +8.0% |
| YTD | -6.6% | +14.8% | -21.5% | -10.9% |
| 1Y | -18.1% | +25.7% | -43.8% | -24.1% |
| 3Y | +42.1% | +27.5% | +14.5% | +29.4% |
| 5Y | +11.0% | +41.3% | -30.2% | -2.9% |
| All | +286.6% | +135.2% | +151.4% | +199.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling