+82.1%
QLD vs SAN
+294.0%
-211.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.1% | -2.9% |
| 7D | +7.0% | +4.0% | +3.0% | +4.4% |
| 30D | -14.3% | -7.8% | -6.5% | -10.2% |
| 3M | -16.0% | -16.4% | +0.4% | -6.6% |
| 6M | -14.2% | +3.5% | -17.8% | -16.7% |
| YTD | +12.8% | +6.7% | +6.1% | +6.2% |
| 1Y | +14.1% | +14.5% | -0.4% | +2.5% |
| 3Y | +146.0% | +243.5% | -97.6% | +6.0% |
| All | +82.1% | +294.0% | -211.9% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling