+356.6%
SPY vs QSR
+211.0%
+145.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.2% |
| 7D | +0.5% | +0.1% | +0.5% | +0.5% |
| 30D | -0.9% | +5.9% | -6.9% | -2.8% |
| 3M | +3.9% | +10.5% | -6.6% | +0.3% |
| 6M | +14.5% | +7.7% | +6.8% | +11.1% |
| YTD | +12.9% | +16.8% | -3.9% | +6.4% |
| 1Y | +19.4% | +30.9% | -11.5% | +8.0% |
| 3Y | +78.5% | +28.2% | +50.3% | +60.1% |
| 5Y | +81.8% | +45.0% | +36.8% | +54.9% |
| 10Y | +311.5% | +127.3% | +184.2% | +192.0% |
| All | +356.6% | +211.0% | +145.7% | +198.5% |
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 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