+82.0%
SPY vs QSR
+40.6%
+41.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -2.0% | -4.7% | +2.7% | -0.5% |
| 30D | -1.7% | +4.3% | -6.0% | -3.1% |
| 3M | +4.7% | +5.4% | -0.7% | +2.6% |
| 6M | +12.5% | +8.2% | +4.4% | +8.8% |
| YTD | +11.7% | +14.1% | -2.4% | +5.7% |
| 1Y | +17.5% | +28.1% | -10.6% | +5.9% |
| 3Y | +76.6% | +25.3% | +51.3% | +55.7% |
| 5Y | +82.0% | +40.4% | +41.6% | +42.8% |
| All | +82.0% | +40.6% | +41.4% | +42.8% |
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