+133.5%
QLD vs S
+32.3%
+101.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -8.8% | -3.9% | -9.5% |
| 7D | -18.6% | -16.7% | -1.9% | -12.9% |
| 30D | -28.3% | -17.0% | -11.3% | -23.4% |
| 3M | -20.4% | +2.0% | -22.4% | -22.0% |
| 6M | -14.3% | +35.1% | -49.3% | -25.5% |
| YTD | +2.8% | +42.8% | -40.0% | -13.8% |
| 1Y | -1.2% | +27.7% | -28.9% | -13.9% |
| All | +133.5% | +32.3% | +101.2% | +112.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling