+279.3%
XLI vs QSR
+206.0%
+73.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.9% |
| 7D | -0.6% | -2.4% | +1.8% | +0.3% |
| 30D | -6.9% | +5.7% | -12.6% | -8.9% |
| 3M | -1.9% | +6.9% | -8.9% | -4.6% |
| 6M | +1.0% | +6.9% | -5.8% | -2.1% |
| YTD | +11.3% | +14.9% | -3.6% | +4.7% |
| 1Y | +15.8% | +29.1% | -13.3% | +4.0% |
| 3Y | +69.8% | +26.1% | +43.7% | +51.3% |
| 5Y | +80.9% | +42.3% | +38.6% | +52.1% |
| 10Y | +257.2% | +134.0% | +123.3% | +144.2% |
| All | +279.3% | +206.0% | +73.4% | +142.7% |
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