+153.8%
QLD vs SCHG
+81.3%
+72.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +1.2% |
| 7D | -1.2% | -0.9% | -0.3% | +1.3% |
| 30D | -15.7% | -5.9% | -9.8% | -3.4% |
| 3M | -10.0% | -3.4% | -6.7% | -2.2% |
| 6M | -11.2% | +1.1% | -12.3% | -10.5% |
| YTD | +16.4% | +5.9% | +10.5% | +8.1% |
| 1Y | +12.7% | +4.6% | +8.0% | +7.6% |
| All | +153.8% | +81.3% | +72.5% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 3y: compounded portfolio wealth divided by compounded SCHG 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…
3y analysis · Full analysis span regression · 6 months rolling