+12.3%
QQQ vs XLF
+15.8%
-3.5%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | -0.2% |
| 7D | -4.6% | +5.5% | -10.1% | -6.3% |
| 30D | -8.5% | +9.9% | -18.4% | -11.5% |
| 3M | -4.3% | +2.6% | -6.9% | -5.0% |
| 6M | +3.1% | +15.6% | -12.5% | -3.0% |
| YTD | +13.0% | +9.4% | +3.6% | +8.2% |
| 1Y | +12.3% | +14.7% | -2.4% | +3.8% |
| All | +12.3% | +15.8% | -3.5% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 XLF 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