+155.4%
XLP vs QSR
+211.4%
-56.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -1.0% |
| 7D | +0.7% | +7.3% | -6.6% | -0.8% |
| 30D | +10.3% | +11.9% | -1.6% | +7.7% |
| 3M | +6.5% | +7.5% | -1.0% | +4.8% |
| 6M | +8.4% | +2.5% | +5.9% | +7.6% |
| YTD | +18.2% | +17.0% | +1.2% | +13.9% |
| 1Y | +22.4% | +18.1% | +4.3% | +17.7% |
| 3Y | +41.9% | +28.6% | +13.3% | +32.9% |
| 5Y | +40.9% | +55.8% | -14.9% | +26.0% |
| 10Y | +128.4% | +140.5% | -12.1% | +83.2% |
| All | +155.4% | +211.4% | -56.0% | +96.2% |
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