+43.4%
XLP vs QS
-22.5%
+65.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +0.4% |
| 7D | -0.5% | -5.0% | +4.4% | -0.5% |
| 30D | +8.3% | -1.4% | +9.7% | +8.3% |
| 3M | +8.7% | -33.6% | +42.3% | +8.6% |
| 6M | +11.2% | -47.6% | +58.8% | +11.0% |
| YTD | +20.0% | -59.6% | +79.6% | +19.8% |
| 1Y | +21.3% | -73.5% | +94.9% | +21.4% |
| All | +43.4% | -22.5% | +65.9% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling