+93.3%
QQQM vs XLC
+73.1%
+20.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | 0.0% |
| 7D | -0.6% | +0.5% | -1.1% | -1.0% |
| 30D | -1.2% | +2.1% | -3.3% | -3.1% |
| 3M | -0.1% | +0.7% | -0.8% | -1.2% |
| 6M | +18.0% | -3.2% | +21.2% | +20.9% |
| YTD | +16.7% | -3.8% | +20.5% | +20.2% |
| 1Y | +23.0% | -2.0% | +25.1% | +24.5% |
| 3Y | +93.3% | +71.4% | +22.0% | +19.0% |
| All | +93.3% | +73.1% | +20.2% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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