+1,426.4%
QQQ vs XLP
+537.8%
+888.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.4% |
| 7D | -5.0% | +0.7% | -5.7% | -5.6% |
| 30D | -13.4% | +10.3% | -23.7% | -20.2% |
| 3M | -8.1% | +6.5% | -14.6% | -13.2% |
| 6M | -5.5% | +8.4% | -13.9% | -12.8% |
| YTD | +7.2% | +18.2% | -11.0% | -8.2% |
| 1Y | +7.8% | +22.4% | -14.7% | -10.5% |
| 3Y | +80.7% | +41.9% | +38.8% | +31.0% |
| 5Y | +69.6% | +40.9% | +28.7% | +23.9% |
| 10Y | +517.8% | +128.4% | +389.4% | +205.3% |
| All | +1,426.4% | +537.8% | +888.7% | +271.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling