+1,450.1%
QLD vs SAN
+255.1%
+1,195.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.7% |
| 7D | -3.8% | +10.8% | -14.5% | -9.5% |
| 30D | -20.5% | -5.7% | -14.8% | -18.0% |
| 3M | -14.6% | -13.4% | -1.2% | -7.6% |
| 6M | -14.7% | +3.5% | -18.2% | -16.8% |
| YTD | +11.2% | +9.7% | +1.5% | +3.8% |
| 1Y | +7.1% | +20.9% | -13.8% | -5.7% |
| 3Y | +141.1% | +254.3% | -113.2% | +10.4% |
| 5Y | +84.3% | +304.2% | -219.9% | -24.2% |
| 10Y | +1,450.1% | +260.2% | +1,189.8% | +619.4% |
| All | +1,450.1% | +255.1% | +1,195.0% | +619.4% |
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