+123.3%
SRE vs QSR
+206.0%
-82.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | +1.5% | -2.4% | +3.8% | +2.2% |
| 30D | +0.8% | +5.7% | -4.9% | -1.0% |
| 3M | -5.8% | +6.9% | -12.7% | -7.9% |
| 6M | -7.8% | +6.9% | -14.7% | -10.1% |
| YTD | -2.4% | +14.9% | -17.3% | -7.2% |
| 1Y | +8.9% | +29.1% | -20.2% | -0.4% |
| 3Y | +31.1% | +26.1% | +5.0% | +19.1% |
| 5Y | +48.6% | +42.3% | +6.3% | +28.2% |
| 10Y | +126.1% | +134.0% | -7.8% | +63.1% |
| All | +123.3% | +206.0% | -82.7% | +52.1% |
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