+80.7%
QQQ vs XLP
+42.1%
+38.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.4% |
| 7D | -5.0% | +0.7% | -5.7% | -5.0% |
| 30D | -13.4% | +10.3% | -23.7% | -13.9% |
| 3M | -8.1% | +6.5% | -14.6% | -8.4% |
| 6M | -5.5% | +8.4% | -13.9% | -6.1% |
| YTD | +7.2% | +18.2% | -11.0% | +3.4% |
| 1Y | +7.8% | +22.4% | -14.7% | +2.6% |
| 3Y | +80.7% | +41.9% | +38.8% | +60.6% |
| All | +80.7% | +42.1% | +38.7% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 3y: compounded portfolio wealth divided by compounded XLP 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…
3y analysis · Full analysis span regression · 6 months rolling