+7.8%
XLP vs QLD
+46.1%
-38.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.0% | +0.6% | -1.6% | -1.0% |
| 30D | -0.9% | -0.1% | -0.7% | -0.9% |
| 3M | +3.8% | -8.4% | +12.2% | +3.7% |
| 6M | -1.7% | +32.2% | -33.9% | -0.8% |
| YTD | +10.3% | +28.9% | -18.6% | +10.9% |
| 1Y | +7.8% | +43.8% | -36.0% | +11.9% |
| All | +7.8% | +46.1% | -38.3% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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