+157.3%
XLF vs QS
-43.2%
+200.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.5% |
| 7D | +0.2% | +2.2% | -2.0% | +0.1% |
| 30D | -0.5% | -8.1% | +7.5% | -0.2% |
| 3M | +10.6% | -27.0% | +37.7% | +11.8% |
| 6M | +14.3% | -16.4% | +30.7% | +14.5% |
| YTD | +5.5% | -46.4% | +51.9% | +7.5% |
| 1Y | +9.6% | -41.1% | +50.7% | +10.5% |
| 3Y | +75.2% | -18.6% | +93.8% | +69.2% |
| 5Y | +65.5% | -73.0% | +138.6% | +61.5% |
| All | +157.3% | -43.2% | +200.5% | +152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling