+113.8%
SYY vs QSR
+135.2%
-21.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.8% |
| 7D | +3.9% | -4.0% | +8.0% | +6.2% |
| 30D | -1.7% | +2.8% | -4.5% | -3.4% |
| 3M | +5.2% | +5.1% | +0.1% | +1.9% |
| 6M | -0.2% | +8.8% | -9.0% | -5.9% |
| YTD | +15.4% | +14.8% | +0.5% | +4.9% |
| 1Y | +5.6% | +25.7% | -20.1% | -9.3% |
| 3Y | +28.9% | +27.5% | +1.3% | +5.8% |
| 5Y | +24.1% | +41.3% | -17.2% | -6.4% |
| All | +113.8% | +135.2% | -21.3% | +16.8% |
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