+143.5%
XLI vs QS
-47.0%
+190.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.6% | +5.1% | -1.2% |
| 7D | -0.6% | -4.2% | +3.6% | -0.4% |
| 30D | -6.9% | -15.7% | +8.7% | -6.2% |
| 3M | -1.9% | -28.7% | +26.8% | -0.7% |
| 6M | +1.0% | -23.2% | +24.3% | +1.8% |
| YTD | +11.3% | -49.9% | +61.2% | +14.1% |
| 1Y | +15.8% | -38.8% | +54.6% | +16.9% |
| 3Y | +69.8% | -24.0% | +93.8% | +64.9% |
| 5Y | +80.9% | -75.6% | +156.5% | +77.3% |
| All | +143.5% | -47.0% | +190.5% | +146.6% |
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