-32.8%
STZ vs QSR
+49.2%
-82.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | +2.4% | -4.4% | -2.7% |
| 30D | -1.9% | +7.6% | -9.5% | -4.2% |
| 3M | -6.2% | +12.6% | -18.9% | -9.8% |
| 6M | -14.0% | +14.4% | -28.4% | -18.0% |
| YTD | -5.1% | +19.6% | -24.7% | -11.0% |
| 1Y | -9.6% | +33.9% | -43.4% | -18.5% |
| 3Y | -47.2% | +27.1% | -74.3% | -52.4% |
| All | -32.8% | +49.2% | -82.0% | -42.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling