+1,418.0%
QLD vs SAN
+267.2%
+1,150.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.1% | +0.7% | +3.2% |
| 7D | -1.4% | +8.7% | -10.2% | -6.2% |
| 30D | -19.6% | -6.5% | -13.1% | -16.6% |
| 3M | -14.1% | -14.2% | 0.0% | -6.6% |
| 6M | -13.6% | +2.7% | -16.3% | -15.4% |
| YTD | +12.5% | +8.9% | +3.7% | +5.5% |
| 1Y | +13.1% | +23.4% | -10.2% | -1.5% |
| 3Y | +154.7% | +257.9% | -103.2% | +16.0% |
| 5Y | +81.1% | +297.8% | -216.7% | -24.8% |
| 10Y | +1,418.0% | +259.6% | +1,158.4% | +606.6% |
| All | +1,418.0% | +267.2% | +1,150.7% | +606.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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