+7,256.1%
QLD vs SAN
+177.0%
+7,079.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.5% | -12.2% | -12.4% |
| 7D | -18.6% | +3.5% | -22.0% | -20.4% |
| 30D | -28.3% | -13.2% | -15.1% | -21.9% |
| 3M | -20.4% | -16.9% | -3.4% | -11.1% |
| 6M | -14.3% | +2.3% | -16.6% | -16.0% |
| YTD | +2.8% | +4.9% | -2.2% | -2.0% |
| 1Y | -1.2% | +20.4% | -21.7% | -13.7% |
| 3Y | +135.3% | +243.2% | -107.9% | +3.0% |
| 5Y | +62.6% | +275.3% | -212.7% | -34.3% |
| 10Y | +1,384.3% | +254.0% | +1,130.3% | +459.7% |
| All | +7,256.1% | +177.0% | +7,079.1% | +2,161.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling