+10.5%
XLP vs QQQI
-2.9%
+13.3%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.1% |
| 7D | +2.5% | +3.3% | -0.8% | +3.7% |
| 30D | +7.3% | -5.8% | +13.1% | +4.7% |
| 3M | +8.1% | -5.0% | +13.1% | +5.8% |
| 6M | +10.5% | -3.2% | +13.7% | +9.3% |
| All | +10.5% | -2.9% | +13.3% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 6mo: compounded portfolio wealth divided by compounded QQQI 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…
6mo analysis · Full analysis span regression · 6 months rolling