+149.8%
QQQM vs XLP
+45.9%
+103.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.3% | -2.5% | +1.3% | +0.1% |
| 30D | -1.4% | -1.9% | +0.5% | -0.5% |
| 3M | +2.2% | -2.1% | +4.3% | +2.8% |
| 6M | +16.9% | -1.8% | +18.7% | +17.1% |
| YTD | +15.7% | +8.3% | +7.4% | +8.1% |
| 1Y | +22.7% | +6.8% | +15.9% | +15.4% |
| 3Y | +93.9% | +25.7% | +68.2% | +57.2% |
| 5Y | +94.6% | +31.9% | +62.6% | +53.6% |
| All | +149.8% | +45.9% | +103.9% | +82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling