+329.5%
QQQ vs XLC
+142.6%
+186.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | +1.5% | +0.6% | +0.9% | +0.9% |
| 30D | -0.6% | +0.2% | -0.9% | -1.0% |
| 3M | +0.4% | +0.6% | -0.2% | -0.9% |
| 6M | +20.1% | -4.5% | +24.6% | +24.5% |
| YTD | +17.2% | -4.7% | +21.9% | +21.6% |
| 1Y | +24.7% | -1.7% | +26.3% | +25.4% |
| 3Y | +96.2% | +72.3% | +23.9% | +15.8% |
| 5Y | +94.4% | +37.8% | +56.6% | +42.0% |
| All | +329.5% | +142.6% | +186.9% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling