+265.2%
SU vs QSR
+135.2%
+130.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | -0.4% |
| 7D | +2.2% | -4.0% | +6.2% | +4.2% |
| 30D | +8.4% | +2.8% | +5.7% | +6.9% |
| 3M | +12.1% | +5.1% | +7.0% | +8.8% |
| 6M | +19.7% | +8.8% | +10.9% | +13.6% |
| YTD | +58.4% | +14.8% | +43.6% | +45.8% |
| 1Y | +67.2% | +25.7% | +41.5% | +46.2% |
| 3Y | +125.0% | +27.5% | +97.5% | +88.4% |
| 5Y | +355.1% | +41.3% | +313.8% | +250.4% |
| All | +265.2% | +135.2% | +130.0% | +111.7% |
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