+120.6%
QLD vs S
-49.1%
+169.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -3.8% | +1.4% | -5.2% | -4.0% |
| 30D | -20.5% | -10.8% | -9.7% | -17.1% |
| 3M | -14.6% | +5.4% | -20.0% | -17.6% |
| 6M | -14.7% | +41.2% | -55.9% | -27.3% |
| YTD | +11.2% | +56.2% | -45.0% | -10.4% |
| 1Y | +7.1% | +36.3% | -29.2% | -9.6% |
| 3Y | +141.1% | +49.4% | +91.7% | +86.3% |
| 5Y | +84.3% | -66.9% | +151.1% | +102.9% |
| All | +120.6% | -49.1% | +169.6% | +128.5% |
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