+788.5%
XLK vs QSR
+135.2%
+653.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.1% |
| 7D | +0.2% | -4.0% | +4.2% | +1.7% |
| 30D | -0.6% | +2.8% | -3.4% | -1.7% |
| 3M | +2.6% | +5.1% | -2.5% | +0.2% |
| 6M | +34.0% | +8.8% | +25.2% | +28.5% |
| YTD | +30.7% | +14.8% | +15.8% | +22.4% |
| 1Y | +39.2% | +25.7% | +13.5% | +25.3% |
| 3Y | +120.4% | +27.5% | +92.9% | +93.7% |
| 5Y | +148.8% | +41.3% | +107.5% | +107.7% |
| All | +788.5% | +135.2% | +653.3% | +505.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling