+24.3%
XLP vs QSR
+23.8%
+0.5%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.5% | -2.1% | +2.0% |
| 7D | +5.9% | +5.2% | +0.7% | +4.5% |
| 30D | +13.5% | +12.2% | +1.3% | +10.5% |
| 3M | +8.4% | +7.0% | +1.4% | +6.5% |
| 6M | +11.5% | -0.3% | +11.9% | +10.2% |
| YTD | +20.6% | +18.0% | +2.6% | +17.5% |
| 1Y | +24.3% | +22.6% | +1.7% | +20.7% |
| All | +24.3% | +23.8% | +0.5% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling