+45.5%
SRE vs QSR
+40.5%
+5.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.8% | -4.0% | +3.2% | +0.1% |
| 30D | -3.0% | +2.8% | -5.8% | -3.7% |
| 3M | -8.3% | +5.1% | -13.4% | -9.6% |
| 6M | -8.9% | +8.8% | -17.7% | -11.1% |
| YTD | -4.3% | +14.8% | -19.1% | -8.1% |
| 1Y | +2.7% | +25.7% | -23.0% | -3.9% |
| 3Y | +28.7% | +27.5% | +1.1% | +18.2% |
| All | +45.5% | +40.5% | +5.0% | +25.2% |
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