+1,351.8%
QLD vs SAN
+236.7%
+1,115.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.9% |
| 7D | -10.3% | +4.9% | -15.2% | -12.9% |
| 30D | -26.1% | -13.0% | -13.1% | -20.0% |
| 3M | -17.8% | -18.9% | +1.1% | -7.5% |
| 6M | -15.6% | -4.1% | -11.4% | -13.9% |
| YTD | +5.4% | +2.6% | +2.8% | +2.3% |
| 1Y | +5.2% | +16.9% | -11.7% | -5.5% |
| 3Y | +139.4% | +239.1% | -99.6% | +12.5% |
| 5Y | +66.7% | +266.8% | -200.1% | -27.5% |
| All | +1,351.8% | +236.7% | +1,115.1% | +601.8% |
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