+177.0%
SYY vs QSR
+206.0%
-28.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.9% |
| 7D | -0.2% | -2.4% | +2.1% | +0.8% |
| 30D | -2.7% | +5.7% | -8.4% | -5.4% |
| 3M | +5.9% | +6.9% | -1.1% | +2.2% |
| 6M | -2.3% | +6.9% | -9.2% | -6.3% |
| YTD | +13.1% | +14.9% | -1.8% | +4.2% |
| 1Y | +3.8% | +29.1% | -25.3% | -10.1% |
| 3Y | +26.7% | +26.1% | +0.6% | +8.1% |
| 5Y | +19.4% | +42.3% | -22.9% | -5.9% |
| 10Y | +112.0% | +134.0% | -22.0% | +33.6% |
| All | +177.0% | +206.0% | -28.9% | +68.1% |
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