+173.1%
SYK vs QSR
+135.2%
+37.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.4% | +1.8% |
| 7D | -9.1% | -4.0% | -5.1% | -7.3% |
| 30D | -20.6% | +2.8% | -23.4% | -21.7% |
| 3M | -9.6% | +5.1% | -14.7% | -11.6% |
| 6M | -19.9% | +8.8% | -28.7% | -23.1% |
| YTD | -21.2% | +14.8% | -36.0% | -26.5% |
| 1Y | -28.4% | +25.7% | -54.1% | -36.1% |
| 3Y | -5.3% | +27.5% | -32.9% | -18.1% |
| 5Y | +6.0% | +41.3% | -35.3% | -13.9% |
| All | +173.1% | +135.2% | +37.9% | +65.0% |
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