+18.3%
XLP vs Q
+56.5%
-38.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.4% | +6.6% | -1.2% |
| 7D | +3.5% | -10.3% | +13.8% | +2.8% |
| 30D | +11.6% | -17.7% | +29.2% | +10.5% |
| 3M | +7.6% | -18.8% | +26.5% | +6.7% |
| 6M | +10.0% | -24.8% | +34.8% | +8.5% |
| YTD | +19.7% | +35.0% | -15.3% | +17.9% |
| 1Y | +23.5% | +10.7% | +12.7% | +20.9% |
| All | +18.3% | +56.5% | -38.1% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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