+155.7%
QLD vs S
-56.8%
+212.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | -7.7% | +8.3% | +3.6% |
| 30D | -0.1% | -5.3% | +5.2% | +1.2% |
| 3M | -8.4% | +20.3% | -28.6% | -15.8% |
| 6M | +32.2% | +47.4% | -15.2% | +10.4% |
| YTD | +28.9% | +32.5% | -3.6% | +11.5% |
| 1Y | +43.8% | +9.5% | +34.3% | +32.8% |
| 3Y | +176.6% | +15.5% | +161.1% | +137.5% |
| 5Y | +121.6% | -71.2% | +192.8% | +157.9% |
| All | +155.7% | -56.8% | +212.5% | +184.4% |
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