+106.2%
XLP vs QSR
+126.5%
-20.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | -0.8% |
| 7D | -2.9% | -2.4% | -0.5% | -2.4% |
| 30D | -2.2% | +5.7% | -7.9% | -3.4% |
| 3M | -0.6% | +6.9% | -7.5% | -2.1% |
| 6M | -2.2% | +6.9% | -9.0% | -3.8% |
| YTD | +8.3% | +14.9% | -6.6% | +4.7% |
| 1Y | +5.7% | +29.1% | -23.4% | -0.5% |
| 3Y | +25.7% | +26.1% | -0.5% | +17.9% |
| 5Y | +31.3% | +42.3% | -11.0% | +19.1% |
| 10Y | +106.2% | +134.0% | -27.8% | +66.3% |
| All | +106.2% | +126.5% | -20.4% | +66.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling