+34.1%
XLP vs QS
-75.2%
+109.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -1.0% | -2.3% | +1.3% | -1.0% |
| 30D | -0.9% | -0.7% | -0.2% | -0.9% |
| 3M | +3.8% | -39.6% | +43.5% | +4.5% |
| 6M | -1.7% | -21.7% | +20.0% | -1.7% |
| YTD | +10.3% | -47.4% | +57.7% | +11.0% |
| 1Y | +7.8% | -28.4% | +36.2% | +7.3% |
| 3Y | +27.2% | -22.6% | +49.8% | +24.1% |
| All | +34.1% | -75.2% | +109.3% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling