+108.7%
SPG vs QSR
+40.6%
+68.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -2.2% | -4.7% | +2.5% | -0.4% |
| 30D | -5.8% | +4.3% | -10.1% | -7.4% |
| 3M | -2.8% | +5.4% | -8.2% | -5.1% |
| 6M | +8.9% | +8.2% | +0.7% | +4.8% |
| YTD | +14.3% | +14.1% | +0.2% | +7.3% |
| 1Y | +19.5% | +28.1% | -8.6% | +6.4% |
| 3Y | +106.9% | +25.3% | +81.6% | +80.1% |
| 5Y | +108.7% | +40.4% | +68.3% | +58.5% |
| All | +108.7% | +40.6% | +68.1% | +58.5% |
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 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