+1,480.5%
QQQ vs XLP
+543.5%
+937.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +2.9% |
| 7D | -0.3% | +0.1% | -0.3% | -0.4% |
| 30D | -9.6% | +8.9% | -18.5% | -15.8% |
| 3M | -5.9% | +7.5% | -13.4% | -11.7% |
| 6M | -4.3% | +9.4% | -13.7% | -12.3% |
| YTD | +11.0% | +19.3% | -8.3% | -5.6% |
| 1Y | +11.9% | +21.7% | -9.8% | -6.5% |
| 3Y | +86.7% | +44.0% | +42.7% | +33.8% |
| 5Y | +77.1% | +42.8% | +34.3% | +28.0% |
| 10Y | +517.9% | +128.8% | +389.1% | +205.1% |
| All | +1,480.5% | +543.5% | +937.0% | +282.5% |
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