+1,502.1%
QLD vs SAN
+270.1%
+1,232.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.8% |
| 7D | +7.0% | +4.0% | +3.0% | +4.6% |
| 30D | -14.3% | -7.8% | -6.5% | -10.5% |
| 3M | -16.0% | -16.4% | +0.4% | -7.2% |
| 6M | -14.2% | +3.5% | -17.8% | -16.4% |
| YTD | +12.8% | +6.7% | +6.1% | +6.9% |
| 1Y | +14.1% | +14.5% | -0.4% | +3.6% |
| 3Y | +146.0% | +243.5% | -97.6% | +14.4% |
| 5Y | +82.0% | +296.2% | -214.2% | -24.4% |
| All | +1,502.1% | +270.1% | +1,232.0% | +646.0% |
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