+9.0%
STZ vs QSR
+135.3%
-126.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +4.9% | +7.3% | -2.4% | +2.3% |
| 30D | +20.9% | +11.9% | +9.0% | +16.1% |
| 3M | +8.0% | +7.5% | +0.5% | +5.2% |
| 6M | -5.3% | +2.5% | -7.8% | -6.2% |
| YTD | +5.9% | +17.0% | -11.0% | -0.6% |
| 1Y | +14.2% | +18.1% | -3.9% | +6.7% |
| 3Y | -37.0% | +28.6% | -65.6% | -43.8% |
| 5Y | -29.7% | +55.8% | -85.5% | -42.6% |
| All | +9.0% | +135.3% | -126.3% | -28.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling