+243.2%
XLK vs QS
-47.0%
+290.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +0.5% |
| 7D | +2.3% | -4.2% | +6.5% | +2.6% |
| 30D | +0.8% | -15.7% | +16.5% | +2.0% |
| 3M | +4.1% | -28.7% | +32.7% | +6.3% |
| 6M | +34.8% | -23.2% | +58.0% | +36.7% |
| YTD | +30.8% | -49.9% | +80.7% | +36.1% |
| 1Y | +42.4% | -38.8% | +81.2% | +45.0% |
| 3Y | +121.8% | -24.0% | +145.8% | +113.5% |
| 5Y | +146.6% | -75.6% | +222.2% | +141.3% |
| All | +243.2% | -47.0% | +290.2% | +267.7% |
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