+12.3%
QQQ vs XLY
+3.2%
+9.1%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -1.7% |
| 7D | -4.6% | +6.1% | -10.7% | -8.2% |
| 30D | -8.5% | +10.8% | -19.3% | -14.5% |
| 3M | -4.3% | +3.6% | -8.0% | -6.6% |
| 6M | +3.1% | +4.4% | -1.3% | 0.0% |
| YTD | +13.0% | +3.1% | +9.9% | +10.1% |
| 1Y | +12.3% | +3.6% | +8.7% | +8.9% |
| All | +12.3% | +3.2% | +9.1% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling