+9,127.5%
QLD vs SAN
+240.2%
+8,887.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.5% |
| YTD | +28.9% | +28.8% | +0.1% | +8.7% |
| 1Y | +43.8% | +57.8% | -13.9% | +6.4% |
| 3Y | +176.6% | +338.1% | -161.5% | +4.1% |
| 5Y | +121.6% | +384.2% | -262.6% | -23.8% |
| 10Y | +1,652.9% | +353.1% | +1,299.8% | +465.9% |
| All | +9,127.5% | +240.2% | +8,887.3% | +2,406.8% |
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 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