+10.3%
SONY vs QSR
+40.5%
-30.3%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -2.7% | -4.0% | +1.3% | -1.4% |
| 30D | +1.5% | +2.8% | -1.2% | +0.7% |
| 3M | +13.0% | +5.1% | +7.9% | +11.2% |
| 6M | +11.2% | +8.8% | +2.4% | +7.5% |
| YTD | -6.6% | +14.8% | -21.5% | -11.7% |
| 1Y | -18.1% | +25.7% | -43.8% | -25.4% |
| 3Y | +42.1% | +27.5% | +14.5% | +25.1% |
| All | +10.3% | +40.5% | -30.3% | -13.8% |
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