+96.6%
QQQM vs XLP
+27.2%
+69.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | -1.4% | +2.9% | +1.7% |
| 30D | -0.7% | -1.3% | +0.6% | -0.5% |
| 3M | +0.4% | +1.8% | -1.4% | -0.2% |
| 6M | +20.1% | -0.8% | +20.9% | +20.0% |
| YTD | +17.2% | +9.5% | +7.7% | +13.3% |
| 1Y | +24.7% | +7.2% | +17.6% | +21.6% |
| 3Y | +96.6% | +27.1% | +69.4% | +77.6% |
| All | +96.6% | +27.2% | +69.3% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling