+63.2%
XLF vs QS
-75.4%
+138.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.3% |
| 7D | -2.9% | -5.0% | +2.1% | -2.6% |
| 30D | -1.6% | -18.3% | +16.7% | -0.3% |
| 3M | +9.3% | -26.0% | +35.3% | +11.0% |
| 6M | +14.6% | -24.0% | +38.6% | +15.7% |
| YTD | +4.7% | -50.3% | +55.0% | +8.6% |
| 1Y | +8.6% | -38.0% | +46.6% | +9.6% |
| 3Y | +73.9% | -24.6% | +98.5% | +62.2% |
| All | +63.2% | -75.4% | +138.5% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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