+18.1%
QQQ vs XLI
+2.7%
+15.4%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.8% |
| 7D | +1.0% | -0.6% | +1.6% | +1.4% |
| 30D | -0.6% | -6.9% | +6.3% | +4.6% |
| 3M | +1.3% | -1.9% | +3.2% | +2.9% |
| 6M | +18.1% | +1.0% | +17.1% | +17.4% |
| All | +18.1% | +2.7% | +15.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 6mo: compounded portfolio wealth divided by compounded XLI 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…
6mo analysis · Full analysis span regression · 6 months rolling