+61.6%
XLY vs QS
-47.4%
+109.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -3.9% | -5.0% | +1.1% | -3.5% |
| 30D | -6.1% | -18.3% | +12.2% | -4.7% |
| 3M | -1.2% | -26.0% | +24.8% | +0.8% |
| 6M | -1.8% | -24.0% | +22.3% | -0.4% |
| YTD | -5.9% | -50.3% | +44.4% | -1.9% |
| 1Y | -3.1% | -38.0% | +34.9% | -1.7% |
| 3Y | +36.0% | -24.6% | +60.6% | +29.0% |
| 5Y | +27.6% | -75.4% | +103.0% | +23.7% |
| All | +61.6% | -47.4% | +109.0% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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