+64.6%
XLP vs QS
-56.5%
+121.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -1.3% |
| 7D | +0.7% | +5.4% | -4.7% | +0.7% |
| 30D | +10.3% | -5.3% | +15.6% | +10.3% |
| 3M | +6.5% | -22.6% | +29.1% | +6.7% |
| 6M | +8.4% | -46.2% | +54.5% | +8.7% |
| YTD | +18.2% | -58.9% | +77.1% | +18.8% |
| 1Y | +22.4% | -73.1% | +95.5% | +23.4% |
| 3Y | +41.9% | -27.2% | +69.1% | +40.4% |
| 5Y | +40.9% | -86.2% | +127.1% | +39.4% |
| All | +64.6% | -56.5% | +121.2% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling