+109.0%
QLD vs S
-52.7%
+161.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.9% |
| 7D | -10.3% | -13.4% | +3.2% | -5.1% |
| 30D | -26.1% | -14.0% | -12.1% | -21.8% |
| 3M | -17.8% | +4.9% | -22.6% | -20.5% |
| 6M | -15.6% | +42.0% | -57.6% | -28.4% |
| YTD | +5.4% | +45.1% | -39.8% | -12.7% |
| 1Y | +5.2% | +33.1% | -27.8% | -10.5% |
| 3Y | +139.4% | +40.6% | +98.8% | +89.2% |
| 5Y | +66.7% | -67.5% | +134.2% | +86.9% |
| All | +109.0% | -52.7% | +161.7% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling