-14.8%
STZ vs QSR
+29.1%
-43.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -4.9% |
| 7D | -7.4% | +0.1% | -7.5% | -7.3% |
| 30D | -10.9% | +5.9% | -16.8% | -12.2% |
| 3M | -13.4% | +10.5% | -23.9% | -15.3% |
| 6M | -16.2% | +7.7% | -23.9% | -17.9% |
| YTD | -10.4% | +16.8% | -27.2% | -14.6% |
| 1Y | -14.8% | +30.9% | -45.6% | -24.2% |
| All | -14.8% | +29.1% | -43.9% | -24.2% |
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 · 6 months rolling