+83.3%
QQQ vs XLP
+45.4%
+37.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.2% |
| 7D | +3.6% | +2.5% | +1.1% | +3.5% |
| 30D | -6.7% | +7.3% | -14.0% | -7.0% |
| 3M | -7.0% | +8.1% | -15.1% | -7.3% |
| 6M | -4.7% | +10.5% | -15.2% | -5.2% |
| YTD | +11.1% | +21.2% | -10.1% | +7.2% |
| 1Y | +12.3% | +22.7% | -10.4% | +7.8% |
| 3Y | +83.3% | +44.8% | +38.5% | +64.9% |
| All | +83.3% | +45.4% | +37.9% | +64.9% |
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