+138.3%
XLP vs QSR
+218.5%
-80.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.0% | +2.4% | -3.5% | -1.5% |
| 30D | -0.9% | +7.6% | -8.5% | -2.4% |
| 3M | +3.8% | +12.6% | -8.8% | +1.2% |
| 6M | -1.7% | +14.4% | -16.1% | -4.7% |
| YTD | +10.3% | +19.6% | -9.4% | +5.8% |
| 1Y | +7.8% | +33.9% | -26.1% | +0.9% |
| 3Y | +27.2% | +27.1% | +0.1% | +19.4% |
| 5Y | +32.5% | +48.5% | -16.0% | +19.5% |
| 10Y | +101.8% | +126.2% | -24.4% | +63.5% |
| All | +138.3% | +218.5% | -80.2% | +82.3% |
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 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