+1,570.9%
QQQ vs XLP
+494.9%
+1,076.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | +0.4% | -1.0% | +1.4% | +1.1% |
| 30D | +0.2% | -0.9% | +1.1% | +0.8% |
| 3M | -2.8% | +3.8% | -6.6% | -6.6% |
| 6M | +18.0% | -1.7% | +19.7% | +18.2% |
| YTD | +17.3% | +10.3% | +7.1% | +6.7% |
| 1Y | +25.6% | +7.8% | +17.8% | +15.8% |
| 3Y | +93.7% | +27.2% | +66.5% | +54.0% |
| 5Y | +94.2% | +32.5% | +61.6% | +49.5% |
| 10Y | +557.9% | +101.8% | +456.1% | +260.5% |
| All | +1,570.9% | +494.9% | +1,076.0% | +332.3% |
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