+82.7%
QQQM vs XLP
+43.1%
+39.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.1% |
| 7D | -0.2% | -0.5% | +0.3% | 0.0% |
| 30D | -7.5% | +8.3% | -15.8% | -11.1% |
| 3M | -3.8% | +8.7% | -12.5% | -7.9% |
| 6M | -3.0% | +11.2% | -14.2% | -8.9% |
| YTD | +12.8% | +20.0% | -7.2% | +0.1% |
| 1Y | +11.6% | +21.3% | -9.7% | -1.9% |
| 3Y | +85.9% | +43.8% | +42.1% | +37.6% |
| 5Y | +82.7% | +43.3% | +39.4% | +39.6% |
| All | +82.7% | +43.1% | +39.6% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling