+4.5%
QQQM vs XLY
-0.8%
+5.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.8% | -2.5% | -3.8% |
| 7D | -9.4% | +1.2% | -10.6% | -10.0% |
| 30D | -14.7% | +5.3% | -20.0% | -17.4% |
| 3M | -9.6% | -0.6% | -8.9% | -9.1% |
| 6M | -4.7% | +0.1% | -4.8% | -4.8% |
| YTD | +5.9% | -0.9% | +6.8% | +5.9% |
| 1Y | +4.5% | -1.6% | +6.1% | +5.1% |
| All | +4.5% | -0.8% | +5.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling