+93.9%
QQQ vs XLC
+37.9%
+56.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.6% |
| 7D | -1.3% | -1.7% | +0.4% | +0.2% |
| 30D | -1.4% | +0.2% | -1.6% | -1.7% |
| 3M | +2.3% | +0.7% | +1.6% | +1.0% |
| 6M | +16.9% | -4.5% | +21.3% | +21.0% |
| YTD | +15.6% | -4.7% | +20.4% | +19.9% |
| 1Y | +22.6% | -1.5% | +24.1% | +23.2% |
| 3Y | +93.5% | +72.2% | +21.3% | +16.8% |
| 5Y | +93.9% | +39.3% | +54.6% | +40.0% |
| All | +93.9% | +37.9% | +56.0% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 5y: compounded portfolio wealth divided by compounded XLC 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…
5y analysis · Full analysis span regression · 6 months rolling