+503.3%
SONY vs QSR
+203.9%
+299.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -5.8% | -4.7% | -1.1% | -4.4% |
| 30D | -0.4% | +4.3% | -4.7% | -1.6% |
| 3M | +13.3% | +5.4% | +7.8% | +11.5% |
| 6M | +8.5% | +8.2% | +0.3% | +5.5% |
| YTD | -8.1% | +14.1% | -22.3% | -12.3% |
| 1Y | -17.9% | +28.1% | -46.0% | -24.5% |
| 3Y | +41.4% | +25.3% | +16.2% | +29.3% |
| 5Y | +9.3% | +40.4% | -31.1% | -4.5% |
| 10Y | +283.0% | +132.4% | +150.6% | +174.1% |
| All | +503.3% | +203.9% | +299.4% | +302.3% |
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