+86.4%
QQQM vs XLP
+44.0%
+42.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.3% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -7.5% | +8.3% | -15.8% | -7.8% |
| 3M | -3.8% | +8.7% | -12.5% | -4.2% |
| 6M | -3.0% | +11.2% | -14.2% | -3.9% |
| YTD | +12.8% | +20.0% | -7.2% | +8.9% |
| 1Y | +11.6% | +21.3% | -9.7% | +7.3% |
| All | +86.4% | +44.0% | +42.5% | +67.6% |
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