+231.2%
SYK vs QSR
+203.9%
+27.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | -12.3% | -4.7% | -7.6% | -10.5% |
| 30D | -22.4% | +4.3% | -26.8% | -23.8% |
| 3M | -12.3% | +5.4% | -17.8% | -14.3% |
| 6M | -24.3% | +8.2% | -32.5% | -26.9% |
| YTD | -22.8% | +14.1% | -36.9% | -27.3% |
| 1Y | -28.8% | +28.1% | -56.9% | -36.3% |
| 3Y | -4.0% | +25.3% | -29.2% | -15.0% |
| 5Y | +3.8% | +40.4% | -36.5% | -13.4% |
| 10Y | +172.8% | +132.4% | +40.4% | +81.7% |
| All | +231.2% | +203.9% | +27.3% | +109.7% |
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 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