+12.5%
STZ vs QSR
+130.9%
-118.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | +5.3% | +4.5% | +0.9% | +3.7% |
| 30D | +19.6% | +9.4% | +10.2% | +15.8% |
| 3M | +10.0% | +7.5% | +2.5% | +7.1% |
| 6M | -0.3% | -0.8% | +0.6% | 0.0% |
| YTD | +8.6% | +16.9% | -8.3% | +1.9% |
| 1Y | +16.6% | +16.3% | +0.3% | +9.6% |
| 3Y | -34.8% | +25.3% | -60.1% | -41.3% |
| 5Y | -27.8% | +60.4% | -88.2% | -41.7% |
| 10Y | +12.5% | +139.2% | -126.7% | -29.6% |
| All | +12.5% | +130.9% | -118.3% | -29.6% |
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