+7.9%
XLF vs Q
+75.4%
-67.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.2% |
| 7D | -2.9% | +4.1% | -7.0% | -3.1% |
| 30D | -1.6% | -10.7% | +9.1% | -1.0% |
| 3M | +9.3% | -11.7% | +21.0% | +9.1% |
| 6M | +14.6% | +8.3% | +6.3% | +11.2% |
| YTD | +4.7% | +51.3% | -46.6% | -1.6% |
| All | +7.9% | +75.4% | -67.4% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 5y: compounded portfolio wealth divided by compounded Q 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…
5y analysis · Full analysis span regression · 6 months rolling