+3.6%
XLY vs QSR
+23.8%
-20.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +5.5% | -1.2% | +3.2% |
| 7D | +6.1% | +5.2% | +0.9% | +5.0% |
| 30D | +10.8% | +12.2% | -1.4% | +8.6% |
| 3M | +3.6% | +7.0% | -3.4% | +2.4% |
| 6M | +4.4% | -0.3% | +4.7% | +4.2% |
| YTD | +3.1% | +18.0% | -14.9% | -0.4% |
| 1Y | +3.6% | +22.6% | -19.1% | -1.0% |
| All | +3.6% | +23.8% | -20.2% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling