+153.5%
QQQM vs XLP
+48.6%
+104.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.6% |
| 7D | +0.4% | -1.0% | +1.4% | +0.9% |
| 30D | +0.2% | -0.9% | +1.1% | +0.6% |
| 3M | -2.8% | +3.8% | -6.6% | -5.6% |
| 6M | +18.1% | -1.7% | +19.8% | +18.5% |
| YTD | +17.4% | +10.3% | +7.1% | +8.7% |
| 1Y | +25.7% | +7.8% | +17.9% | +17.9% |
| 3Y | +94.1% | +27.2% | +66.9% | +56.8% |
| 5Y | +94.9% | +32.5% | +62.3% | +53.7% |
| All | +153.5% | +48.6% | +104.9% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling