+250.1%
SPOT vs QSR
+79.6%
+170.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | 0.0% |
| 7D | -6.9% | -4.7% | -2.2% | -5.4% |
| 30D | +4.1% | +4.3% | -0.2% | +2.7% |
| 3M | +3.7% | +5.4% | -1.7% | +1.8% |
| 6M | -1.6% | +8.2% | -9.8% | -4.5% |
| YTD | -10.2% | +14.1% | -24.3% | -14.4% |
| 1Y | -25.9% | +28.1% | -54.0% | -32.3% |
| 3Y | +235.6% | +25.3% | +210.3% | +203.2% |
| 5Y | +110.6% | +40.4% | +70.2% | +80.4% |
| All | +250.1% | +79.6% | +170.6% | +169.9% |
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