+120.4%
XLK vs QSR
+25.8%
+94.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +0.2% | -4.0% | +4.2% | +0.8% |
| 30D | -0.6% | +2.8% | -3.4% | -1.1% |
| 3M | +2.6% | +5.1% | -2.5% | +1.5% |
| 6M | +34.0% | +8.8% | +25.2% | +31.1% |
| YTD | +30.7% | +14.8% | +15.8% | +26.0% |
| 1Y | +39.2% | +25.7% | +13.5% | +30.5% |
| 3Y | +120.4% | +27.5% | +92.9% | +104.6% |
| All | +120.4% | +25.8% | +94.6% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling