-7.2%
SYK vs QSR
+25.0%
-32.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.8% |
| 7D | -12.3% | -4.7% | -7.6% | -11.0% |
| 30D | -22.4% | +4.3% | -26.8% | -23.4% |
| 3M | -12.3% | +5.4% | -17.8% | -13.6% |
| 6M | -24.3% | +8.2% | -32.5% | -26.0% |
| YTD | -22.8% | +14.1% | -36.9% | -25.7% |
| 1Y | -28.8% | +28.1% | -56.9% | -33.7% |
| All | -7.2% | +25.0% | -32.3% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling