+152.5%
QQQM vs XLC
+88.4%
+64.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | +0.3% |
| 7D | +1.0% | -1.4% | +2.4% | +2.3% |
| 30D | -0.6% | -0.9% | +0.3% | 0.0% |
| 3M | +1.3% | -0.3% | +1.6% | +0.9% |
| 6M | +18.2% | -5.2% | +23.4% | +23.1% |
| YTD | +16.9% | -5.3% | +22.2% | +21.8% |
| 1Y | +24.0% | -2.8% | +26.9% | +26.1% |
| 3Y | +96.0% | +71.2% | +24.8% | +19.6% |
| 5Y | +95.2% | +37.6% | +57.6% | +42.9% |
| All | +152.5% | +88.4% | +64.1% | +39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling