+5.2%
SSPC vs QSR
+6.6%
-1.4%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.5% | +2.3% | +7.5% |
| 7D | +11.8% | +5.2% | +6.6% | +11.7% |
| 30D | +44.7% | +12.2% | +32.6% | +48.9% |
| 3M | -40.7% | +7.0% | -47.7% | -37.5% |
| All | +5.2% | +6.6% | -1.4% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling