+84.6%
STZ vs QSR
+211.4%
-126.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | +4.9% | +7.3% | -2.4% | +2.5% |
| 30D | +20.9% | +11.9% | +9.0% | +16.5% |
| 3M | +8.0% | +7.5% | +0.5% | +5.4% |
| 6M | -5.3% | +2.5% | -7.8% | -6.1% |
| YTD | +5.9% | +17.0% | -11.0% | 0.0% |
| 1Y | +14.2% | +18.1% | -3.9% | +7.4% |
| 3Y | -37.0% | +28.6% | -65.6% | -43.2% |
| 5Y | -29.7% | +55.8% | -85.5% | -41.3% |
| 10Y | +5.2% | +140.5% | -135.4% | -25.8% |
| All | +84.6% | +211.4% | -126.8% | +24.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling