+15.5%
STZ vs QSR
+137.8%
-122.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.9% | +0.9% |
| 7D | 0.0% | -3.9% | +3.9% | +1.5% |
| 30D | +14.7% | +5.9% | +8.8% | +12.4% |
| 3M | +8.8% | +1.7% | +7.1% | +8.2% |
| 6M | +3.1% | -1.9% | +4.9% | +3.7% |
| YTD | +7.9% | +13.6% | -5.7% | +2.3% |
| 1Y | +14.2% | +13.1% | +1.0% | +8.4% |
| 3Y | -35.2% | +21.8% | -57.0% | -41.1% |
| 5Y | -29.6% | +57.2% | -86.8% | -42.7% |
| All | +15.5% | +137.8% | -122.3% | -28.4% |
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 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