+121.0%
QLD vs SAN
+381.6%
-260.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.8% |
| 7D | +0.6% | +1.8% | -1.2% | -0.6% |
| 30D | -0.1% | +2.0% | -2.1% | -1.4% |
| 3M | -8.4% | +19.7% | -28.1% | -18.1% |
| 6M | +32.2% | +30.6% | +1.6% | +11.6% |
| YTD | +28.9% | +28.8% | +0.1% | +8.7% |
| 1Y | +43.8% | +57.8% | -13.9% | +6.5% |
| 3Y | +176.6% | +338.1% | -161.5% | +4.4% |
| All | +121.0% | +381.6% | -260.5% | -30.0% |
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