+157.7%
XLP vs QSR
+210.7%
-53.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.1% | +3.9% | -3.8% | -0.7% |
| 30D | +8.9% | +9.3% | -0.3% | +6.9% |
| 3M | +7.5% | +5.9% | +1.6% | +6.1% |
| 6M | +9.4% | -1.0% | +10.4% | +9.5% |
| YTD | +19.3% | +16.7% | +2.6% | +15.0% |
| 1Y | +21.7% | +18.6% | +3.1% | +16.9% |
| 3Y | +44.0% | +25.4% | +18.6% | +35.5% |
| 5Y | +42.8% | +59.0% | -16.2% | +27.2% |
| 10Y | +128.8% | +130.4% | -1.6% | +85.0% |
| All | +157.7% | +210.7% | -53.0% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling