+254.0%
XLF vs QSR
+203.9%
+50.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.1% |
| 7D | -2.9% | -4.7% | +1.8% | -1.1% |
| 30D | -1.6% | +4.3% | -5.9% | -3.3% |
| 3M | +9.3% | +5.4% | +3.8% | +6.7% |
| 6M | +14.6% | +8.2% | +6.4% | +10.3% |
| YTD | +4.7% | +14.1% | -9.4% | -1.6% |
| 1Y | +8.6% | +28.1% | -19.5% | -2.8% |
| 3Y | +73.9% | +25.3% | +48.6% | +53.8% |
| 5Y | +65.0% | +40.4% | +24.6% | +37.5% |
| 10Y | +250.4% | +132.4% | +118.0% | +131.7% |
| All | +254.0% | +203.9% | +50.1% | +117.0% |
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