+314.7%
SPY vs QSR
+135.2%
+179.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | -0.8% | -4.0% | +3.2% | +0.6% |
| 30D | -1.1% | +2.8% | -3.8% | -2.0% |
| 3M | +3.9% | +5.1% | -1.2% | +1.8% |
| 6M | +13.6% | +8.8% | +4.8% | +9.7% |
| YTD | +12.7% | +14.8% | -2.2% | +6.5% |
| 1Y | +17.5% | +25.7% | -8.2% | +7.3% |
| 3Y | +76.9% | +27.5% | +49.4% | +58.1% |
| 5Y | +83.6% | +41.3% | +42.3% | +56.4% |
| All | +314.7% | +135.2% | +179.6% | +194.7% |
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